Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets.
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| Title: | Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets. |
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| Authors: | Ma, Wentao1,2, Chen, Zhiping1,2, zchen@mail.xjtu.edu.cn |
| Source: | Mathematical Methods of Operations Research; Oct2024, Vol. 100 Issue 2, p553-600, 48p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 14322994 |
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| DOI: | 10.1007/s00186-024-00872-1 |