The following pages link to Robust Dual Dynamic Programming (Q5126635):
Displaying 12 items.
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Complexity of stochastic dual dynamic programming (Q2118093) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Data-driven verification of stochastic linear systems with signal temporal logic constraints (Q2665419) (← links)
- Big data driven order-up-to level model: application of machine learning (Q2669807) (← links)
- A rolling-horizon approach for multi-period optimization (Q2670577) (← links)
- Decision rule-based method in solving adjustable robust capacity expansion problem (Q6040855) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
- A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty (Q6103748) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
- Robust multi-stage economic dispatch with renewable generation and storage (Q6112642) (← links)
