Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536)
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scientific article; zbMATH DE number 7935774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets |
scientific article; zbMATH DE number 7935774 |
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Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (English)
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30 October 2024
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multi-stage distributionally robust optimization
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data-driven optimization
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ambiguity set
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Bayesian confidence region
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consistency
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cutting plane
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