Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
type: Item
instance of: scholarly article
title: Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
zbMATH Open document ID: 1487.90506
published in: European Journal of Operational Research
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90-01
zbMATH DE Number: 7354062
zbMATH Keywords: stochastic programming
zbMATH Keywords: distributional robustness
zbMATH Keywords: dynamic equations
author: Alexander Shapiro
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.03.065
OpenAlex ID: W3015437889
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DOI: 10.1016/J.EJOR.2020.03.065
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description: scientific article; zbMATH DE number 7354062