A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992)
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scientific article; zbMATH DE number 7333673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems |
scientific article; zbMATH DE number 7333673 |
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A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (English)
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15 April 2021
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two-stage distributionally robust optimization (TDRO)
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CVaR-based SAA model
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stochastic dual dynamic programming (SDDP)
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