Mathematical Foundations of Distributionally Robust Multistage Optimization
نویسندگان
چکیده
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 7 January 2021Accepted: 05 September 2021Published online: 30 November 2021Keywordsmultistage stochastic programming, distributional robustness, conditional risk measures, dynamic equations, games, rectangularityAMS Subject Headings90C15, 60B05, 62P05, 90C31, 90C08Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8
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ژورنال
عنوان ژورنال: Siam Journal on Optimization
سال: 2021
ISSN: ['1095-7189', '1052-6234']
DOI: https://doi.org/10.1137/21m1390517