A data-driven approach for a class of stochastic dynamic optimization problems
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Publication:2057219
DOI10.1007/s10589-021-00320-4zbMath1481.90237MaRDI QIDQ2057219
Tito Homem-de-mello, Davi Michel Valladão, Thuener Silva
Publication date: 8 December 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-021-00320-4
stochastic programming; hidden Markov models; stochastic dual dynamic programming; risk constraints; distributionally robust dynamic optimization
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