A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219)
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scientific article; zbMATH DE number 7441209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-driven approach for a class of stochastic dynamic optimization problems |
scientific article; zbMATH DE number 7441209 |
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A data-driven approach for a class of stochastic dynamic optimization problems (English)
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8 December 2021
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stochastic programming
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distributionally robust dynamic optimization
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hidden Markov models
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risk constraints
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stochastic dual dynamic programming
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