Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems |
scientific article |
Statements
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (English)
0 references
20 May 2021
0 references
distributionally robust optimization
0 references
decomposition method
0 references
moment conditions
0 references
Kantorovich ball
0 references
discrete approximation
0 references
parallel computing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
