A data-driven approach for a class of stochastic dynamic optimization problems
type: Item
instance of: scholarly article
title: A data-driven approach for a class of stochastic dynamic optimization problems
zbMATH Open document ID: 1481.90237
author: Thuener Silva
author: Davi Michel Valladão
author: Tito Homem-De-Mello
published in: Computational Optimization and Applications
publication date: 2021-12-08T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 7441209
zbMATH Keywords: stochastic programming
zbMATH Keywords: distributionally robust dynamic optimization
zbMATH Keywords: hidden Markov models
zbMATH Keywords: risk constraints
zbMATH Keywords: stochastic dual dynamic programming
describes a project that uses: JuMP
describes a project that uses: PRMLT
describes a project that uses: ROME
MaRDI profile type: Publication
full work available at URL: s10589-021-00320-4
OpenAlex ID: W3203981230
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DOI: 10.1007/S10589-021-00320-4
description: scientific article; zbMATH DE number 7441209