Stochastic decomposition method for two-stage distributionally robust linear optimization (Q5097017)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic decomposition method for two-stage distributionally robust linear optimization |
scientific article; zbMATH DE number 7573362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8543530106544495
0 references
0.8487005233764648
0 references
0.8414438366889954
0 references
0.8298280835151672
0 references
0.8107231259346008
0 references
