Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017)

From MaRDI portal
scientific article; zbMATH DE number 7573362
Language Label Description Also known as
English
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization
scientific article; zbMATH DE number 7573362

    Statements

    Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (English)
    0 references
    0 references
    0 references
    19 August 2022
    0 references
    distributionally robust optimization
    0 references
    stochastic programming
    0 references
    stochastic decomposition
    0 references
    sequential sampling
    0 references
    cutting plane method
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references