Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
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Cites work
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Cited in
(4)- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention
- Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling
- Data-driven multi-stage stochastic programming models for integrated hurricane relief logistics and evacuation problem
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