Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589)
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scientific article; zbMATH DE number 7436478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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