Multi-stage distributionally robust optimization with risk aversion (Q2031326)
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scientific article; zbMATH DE number 7356879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stage distributionally robust optimization with risk aversion |
scientific article; zbMATH DE number 7356879 |
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Multi-stage distributionally robust optimization with risk aversion (English)
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9 June 2021
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distributionally robust optimization
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multi-stage
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ambiguity set
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risk aversion
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decomposition algorithm
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