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Multistage Stochastic Optimization
1 references·16 citing·44 second hop
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References

  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited

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  • 2020

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A data-driven distributionally robust newsvendor model with a Wasserstein ambiguity set
44 cited
  • 2015Cluster Lagrangean decomposition in multistage stochastic optimization43 cited
  • 2021Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks42 cited
  • 2018Competitive facility location with random attractiveness41 cited