"Effective Scenarios in Multistage Distributionally Robust Optimization ..."

Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello (2022)

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DOI: 10.1137/21M1446484

access: closed

type: Journal Article

metadata version: 2024-02-05

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Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello:
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. SIAM J. Optim. 32(3): 1698-1727 (2022)

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