Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210)
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scientific article; zbMATH DE number 7372960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support |
scientific article; zbMATH DE number 7372960 |
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Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (English)
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20 July 2021
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stochastic programming
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convex optimization
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distributionally robust optimization
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smoothing
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bundle level
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primal-dual smoothing
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