A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure

DOI10.1007/s10589-021-00266-7zbMath1469.90096OpenAlexW3137026972MaRDI QIDQ2028454

Yanyan Li

Publication date: 1 June 2021

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-021-00266-7

zbMATH Keywords

decomposition methodmultistage stochastic programmingdistributionally robustscenario tree model

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Related Items (1)

A multistage distributionally robust optimization approach to water allocation under climate uncertainty

Uses Software

• AIMMS

Cites Work

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