Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402)
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scientific article; zbMATH DE number 7462108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse stochastic programming and distributionally robust optimization via operator splitting |
scientific article; zbMATH DE number 7462108 |
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Risk-averse stochastic programming and distributionally robust optimization via operator splitting (English)
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24 January 2022
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multistage stochastic programs
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distributionally robust optimization
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ADMM
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progressive hedging
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splitting methods
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