Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674)
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| Language | Label | Description | Also known as |
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| English | Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets |
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Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (English)
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14 November 2022
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multistage sequential decision-making
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distributionally robust optimization
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endogenous uncertainty
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mixed integer semidefinite/linear programming
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stochastic dual dynamic integer programming (SDDiP)
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