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Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems - MaRDI portal

Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771)

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scientific article; zbMATH DE number 7350285
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Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
scientific article; zbMATH DE number 7350285

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    Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (English)
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    20 May 2021
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    distributionally robust optimization
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    decomposition method
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    moment conditions
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    Kantorovich ball
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    discrete approximation
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    parallel computing
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