Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust optimization with multiple time scales: valuation of a thermal power plant |
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Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (English)
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2 February 2021
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model ambiguity
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distributionally robust decision making
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multistage stochastic optimization
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multiscale stochastic optimization
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dynamic programming
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Wasserstein distance
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nested distance
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