Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017)
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scientific article; zbMATH DE number 7573362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization |
scientific article; zbMATH DE number 7573362 |
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Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (English)
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19 August 2022
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distributionally robust optimization
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stochastic programming
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stochastic decomposition
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sequential sampling
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cutting plane method
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