On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
Year of publication: |
2019
|
---|---|
Authors: | Bansal, Manish ; Mehrotra, Sanjay |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 279.2019, 2 (1.12.), p. 296-307
|
Subject: | Stochastic programming | Distributionally robust disjunctive programs | Decomposition algorithms | Semi-continuous program | Reverse convex program | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics |
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