Distributionally robust SDDP
type: Item
instance of: scholarly article
title: Distributionally robust SDDP
zbMATH Open document ID: 1483.90098
author: L. Kapelevich
author: A. B. Philpott
author: V. L. De Matos
published in: Computational Management Science
publication date: 2018-10-29T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90B90
zbMATH DE Number: 6967050
zbMATH Keywords: SDDP
zbMATH Keywords: distributionally robust
zbMATH Keywords: hydroelectric reservoir optimization
describes a project that uses: Gurobi
describes a project that uses: Julia
describes a project that uses: JuMP
MaRDI profile type: Publication
full work available at URL: s10287-018-0314-0
OpenAlex ID: W2803238461
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cites work: Analysis of stochastic dual dynamic programming method
cites work: Lectures on Stochastic Programming
DOI: 10.1007/S10287-018-0314-0
Wikidata QID: Q129782926
description: scientific article; zbMATH DE number 6967050