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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.
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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        Value: 10.1007/s00186-024-00872-1
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        Text: English
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              Text: Oct2024
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