Distributionally robust SDDP
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Publication:1989729
DOI10.1007/s10287-018-0314-0zbMath1483.90098OpenAlexW2803238461MaRDI QIDQ1989729
L. Kapelevich, Andy B. Philpott, Vitor L. de Matos
Publication date: 29 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-018-0314-0
Stochastic programming (90C15) Case-oriented studies in operations research (90B90) Dynamic programming (90C39)
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Uses Software
Cites Work
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- JuMP: A Modeling Language for Mathematical Optimization
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