Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello
| Year of publication: |
2021
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|---|---|
| Authors: | Cano Gamboa, Carlos Andrés ; Valladão, Davi Michel ; Street, Alexandre ; Homem-de-Mello, Tito |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 5, p. 696-702
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| Subject: | Decomposition methods | Distributionally robust optimization | Two-stage stochastic programming | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2021.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207430