Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
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Publication:2666663
DOI10.3934/jimo.2020075zbMath1476.90220OpenAlexW3022223783MaRDI QIDQ2666663
He Hu, Jie Jiang, Zhiping Chen
Publication date: 23 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020075
Stochastic programming (90C15) Stochastic models in economics (91B70) Stochastic stability in control theory (93E15)
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Cites Work
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