Bounds for Multistage Mixed-Integer Distributionally Robust Optimization

DOI10.1137/22M147178XMaRDI QIDQ6202764FDOQ6202764

Authors:

Publication date: 27 February 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distancedynamic measures of risk\(\phi\)-divergencesboundingmultistage distributionally robust optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Stochastic programming (90C15)

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