Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance
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Publication:5093650
DOI10.1137/21M1446484zbMath1496.90049arXiv2109.06791OpenAlexW3200314100MaRDI QIDQ5093650
Güzin Bayraksan, Tito Homem-de-mello, Hamed Rahimian
Publication date: 29 July 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.06791
Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Robustness in mathematical programming (90C17)
Related Items (3)
On the safe side of stochastic programming: bounds and approximations ⋮ Bounds for Multistage Mixed-Integer Distributionally Robust Optimization ⋮ Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
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