Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764)
From MaRDI portal
scientific article; zbMATH DE number 7809688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for Multistage Mixed-Integer Distributionally Robust Optimization |
scientific article; zbMATH DE number 7809688 |
Statements
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (English)
0 references
27 February 2024
0 references
multistage distributionally robust optimization
0 references
bounding
0 references
dynamic measures of risk
0 references
\(\phi\)-divergences
0 references
Wasserstein distance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
