Worst-case-expectation approach to optimization under uncertainty (Q5166293)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6308849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Worst-case-expectation approach to optimization under uncertainty |
scientific article; zbMATH DE number 6308849 |
Statements
Worst-Case-Expectation Approach to Optimization Under Uncertainty (English)
0 references
26 June 2014
0 references
multistage stochastic programming
0 references
robust optimization
0 references
time consistency
0 references
dynamic equations
0 references
stochastic dual dynamic programming
0 references
sample average approximation
0 references
risk-neutral and risk-averse approaches
0 references
case studies
0 references
0.7958223223686218
0 references
0.777769148349762
0 references
0.7767884135246277
0 references
0.7721163034439087
0 references
