Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473)
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scientific article; zbMATH DE number 7304214
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| English | Distributionally robust optimization with multiple time scales: valuation of a thermal power plant |
scientific article; zbMATH DE number 7304214 |
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Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (English)
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2 February 2021
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model ambiguity
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distributionally robust decision making
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multistage stochastic optimization
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multiscale stochastic optimization
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dynamic programming
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Wasserstein distance
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nested distance
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0.9477099
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0.8600571
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0.8596455
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0.8568144
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0.8513942
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0.8487843
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0.84566617
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0.84540606
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0.8442934
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