Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174)
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scientific article; zbMATH DE number 6935668
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| English | Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs |
scientific article; zbMATH DE number 6935668 |
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Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (English)
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12 September 2018
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distributionally robust optimization
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two-stage stochastic mixed binary programs
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benders' decomposition
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L-shaped method
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ambiguity set
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parametric cutting planes
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moment matching
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Kantorovich-Rubinstein distance
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Wasserstein metric
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