Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235)
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scientific article; zbMATH DE number 7014737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying effective scenarios in distributionally robust stochastic programs with total variation distance |
scientific article; zbMATH DE number 7014737 |
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Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (English)
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7 February 2019
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stochastic programming
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distributionally robust optimization
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risk measures
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scenario analysis
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