Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
Author:
Affiliation:
1. Department of Integrated Systems Engineering, Ohio State University, Columbus, OH 43210 USA.
2. Department of Management, Information and Production Engineering, University of Bergamo, 24044, Dalmine (Bg), Italy.
Funder
Gruppo Nazionale per l'Analisi Matematica, la Probabilità e le loro Applicazioni
Ministero dell'Istruzione, dell'Università e della Ricerca
Gruppo Nazionale per il Calcolo Scientifico
U.S. Department of Energy
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Reference44 articles.
1. Coherent Measures of Risk
2. Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
3. Data-Driven Stochastic Programming Using Phi-Divergences
4. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
5. A Data-Driven Approach to Multistage Stochastic Linear Optimization
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1. Stochastic Programs with Recourse: Bounds;Encyclopedia of Optimization;2024
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