The following pages link to Distributionally robust SDDP (Q1989729):
Displaying 14 items.
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Parallel and distributed computing for stochastic dual dynamic programming (Q2155214) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Partially observable multistage stochastic programming (Q2661508) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
- <tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming (Q4995052) (← links)
- Projections onto the canonical simplex with additional linear inequalities (Q5038426) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536) (← links)
