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Distributionally Robust Stochastic Dual Dynamic Programming - MaRDI portal

Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026)

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scientific article; zbMATH DE number 7258115
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Distributionally Robust Stochastic Dual Dynamic Programming
scientific article; zbMATH DE number 7258115

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    Distributionally Robust Stochastic Dual Dynamic Programming (English)
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    8 October 2020
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    distributionally robust optimization
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    multistage stochastic programming
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    stochastic dual dynamic programming
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