Worst-case-expectation approach to optimization under uncertainty (Q5166293)
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scientific article; zbMATH DE number 6308849
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| English | Worst-case-expectation approach to optimization under uncertainty |
scientific article; zbMATH DE number 6308849 |
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Worst-Case-Expectation Approach to Optimization Under Uncertainty (English)
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26 June 2014
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multistage stochastic programming
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robust optimization
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time consistency
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dynamic equations
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stochastic dual dynamic programming
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sample average approximation
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risk-neutral and risk-averse approaches
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case studies
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0.7958223223686218
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0.777769148349762
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0.7767884135246277
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0.7721163034439087
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