Distributionally Robust Stochastic Dual Dynamic Programming

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 30 December 2019Accepted: 29 June 2020Published online: 07 October 2020Keywordsdistributionally robust optimization, multistage stochastic programming, stochastic dual dynamic programmingAMS Subject Headings90C15, 90C39, 90C47Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8