A model of distributionally robust two-stage stochastic convex programming with linear recourse

DOI10.1016/j.apm.2017.11.039zbMath1480.90180OpenAlexW2772088927MaRDI QIDQ2295314

Jie Sun, Xun Qian, Bin Li, Kok Lay Teo, Chang Jun Yu

Publication date: 12 February 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2017.11.039

zbMATH Keywords

stochastic programmingdualityconic optimization

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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