Multi-stage distributionally robust optimization with risk aversion
type: Item
instance of: scholarly article
title: Multi-stage distributionally robust optimization with risk aversion
zbMATH Open document ID: 1474.90309
author: Ripeng Huang
author: Zhi-Min Liu
author: Shaojian Qu
author: Xiaoguang Yang
published in: Journal of Industrial and Management Optimization
publication date: 2021-06-09T00:00:00Z
Mathematics Subject Classification ID: 90C17
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 7356879
zbMATH Keywords: distributionally robust optimization
zbMATH Keywords: multi-stage
zbMATH Keywords: ambiguity set
zbMATH Keywords: risk aversion
zbMATH Keywords: decomposition algorithm
MaRDI profile type: Publication
full work available at URL: jimo.2019109
OpenAlex ID: W2978070791
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DOI: 10.3934/JIMO.2019109
description: scientific article; zbMATH DE number 7356879