Worst-Case-Expectation Approach to Optimization Under Uncertainty
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Publication:5166293
DOI10.1287/opre.2013.1229zbMath1291.90154OpenAlexW2144312128MaRDI QIDQ5166293
Joari Paulo da Costa, Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares
Publication date: 26 June 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2013.1229
multistage stochastic programmingrobust optimizationdynamic equationsstochastic dual dynamic programmingsample average approximationtime consistencycase studiesrisk-neutral and risk-averse approaches
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