Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Year of publication: |
2021
|
---|---|
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
|
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 |
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