Multi-stage distributionally robust optimization with risk aversion
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Publication:2031326
DOI10.3934/jimo.2019109zbMath1474.90309OpenAlexW2978070791MaRDI QIDQ2031326
Ripeng Huang, Zhimin Liu, Xiao-guang Yang, Shao-Jian Qu
Publication date: 9 June 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019109
Applications of mathematical programming (90C90) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
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