A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
type: Item
instance of: scholarly article
title: A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
zbMATH Open document ID: 1469.90096
author: Yanyan Li
published in: Computational Optimization and Applications
publication date: 2021-06-01T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C17
Mathematics Subject Classification ID: 90C47
zbMATH DE Number: 7353214
zbMATH Keywords: multistage stochastic programming
zbMATH Keywords: distributionally robust
zbMATH Keywords: scenario tree model
zbMATH Keywords: decomposition method
describes a project that uses: AIMMS
MaRDI profile type: Publication
full work available at URL: s10589-021-00266-7
OpenAlex ID: W3137026972
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DOI: 10.1007/S10589-021-00266-7
description: scientific article; zbMATH DE number 7353214