Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
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Publication:6202764
DOI10.1137/22m147178xMaRDI QIDQ6202764
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Publication date: 27 February 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Wasserstein distancedynamic measures of risk\(\phi\)-divergencesboundingmultistage distributionally robust optimization
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Stochastic programming (90C15)
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