Mathematical foundations of distributionally robust multistage optimization (Q5013589)

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scientific article; zbMATH DE number 7436478
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    Mathematical foundations of distributionally robust multistage optimization
    scientific article; zbMATH DE number 7436478

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      Mathematical Foundations of Distributionally Robust Multistage Optimization (English)
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      1 December 2021
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      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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