A data-driven approach to multistage stochastic linear optimization
Year of publication: |
2023
|
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Authors: | Bertsimas, Dimitris ; Shtern, Shimrit ; Sturt, Bradley |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 1, p. 51-74
|
Subject: | robust optimization | sample-path approximations | stochastic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
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