The minimax approach to stochastic programming and an illustrative application

DOI10.1080/17442508708833436zbMATH Open0616.90046OpenAlexW2092123844WikidataQ92157552 ScholiaQ92157552MaRDI QIDQ4726044FDOQ4726044

Authors: Jitka Dupačová 

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833436

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zbMATH Keywords

minimax approachincomplete knowledgestochastic programming with recoursewater resource system

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Operations research and management science (90B99)

Cites Work

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• Uncertainties in minimax stochastic programs
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• Distributionally robust optimization. A review on theory and applications
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• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
• Stability in stochastic programming with recourse-estimated parameters
• Stochastic modelling and optimization for environmental management
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• Frameworks and results in distributionally robust optimization
• A stochastic improvement method for stochastic programming
• Distributionally robust optimization with infinitely constrained ambiguity sets

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