Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
| Year of publication: |
2020
|
|---|---|
| Authors: | Ackooij, Wim van ; Escobar, Debora Daniela ; Glanzer, Martin ; Pflug, Georg |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 17.2020, 3, p. 357-385
|
| Subject: | Model ambiguity | Distributionally robust decision making | Multistage stochastic optimization | Multiscale stochastic optimization | Dynamic programming | Wasserstein distance | Nested distance | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Dynamische Optimierung | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-019-00358-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308484