Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914)
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scientific article; zbMATH DE number 7707121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance |
scientific article; zbMATH DE number 7707121 |
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Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (English)
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4 July 2023
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robust multiperiod stochastic optimization
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sensitivity analysis
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(adapted) Wasserstein distance
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optimal stopping
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