Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589)

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scientific article; zbMATH DE number 7436478
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English
Mathematical Foundations of Distributionally Robust Multistage Optimization
scientific article; zbMATH DE number 7436478

    Statements

    title
    Mathematical Foundations of Distributionally Robust Multistage Optimization (English)
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    author
    Alois Pichler
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    Alexander Shapiro
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    publication date
    1 December 2021
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    zbMATH Keywords
    multistage stochastic programming
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    distributional robustness
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    conditional risk measures
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    dynamic equations
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    stochastic games
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    rectangularity
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    Identifiers

    DOI
    10.1137/21M1390517
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    Mathematics Subject Classification ID
    90C17
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    60B05
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    62P05
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    90C31
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    90C08
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    zbMATH DE Number
    7436478
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    arXiv ID
    2101.02498
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    OpenAlex ID
    W3216079433
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