Open AccessStability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
Author(s) -
Jie Jiang,
Zhiping Chen,
He Hu
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020075
Subject(s) - ambiguity , stability (learning theory) , class (philosophy) , mathematical optimization , perturbation (astronomy) , mathematics , stochastic programming , stochastic process , computer science , mathematical economics , statistics , physics , quantum mechanics , artificial intelligence , machine learning , programming language
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