Risk-averse two-stage stochastic program with distributional ambiguity
Year of publication: |
September-October 2018
|
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Authors: | Jiang, Ruiwei ; Guan, Yongpei |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 5, p. 1390-1405
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Subject: | stochastic optimization | data-driven decision making | distributional ambiguity | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution |
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