Distributionally robust optimization with multiple time scales: valuation of a thermal power plant

van Ackooij, Wim ; Escobar, Debora Daniela ; Glanzer, Martin ; Pflug, Georg Ch.

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DOI: https://doi.org/10.1007/s10287-019-00358-0
URL: https://link.springer.com/article/10.1007/s10287-0...
URN: urn:nbn:de:bsz:180-madoc-644694
Document Type: Article
Year of publication: 2020
The title of a journal, publication series: Computational Management Science : CMS
Volume: 17
Issue number: 3
Page range: 357-385
Place of publication: Berlin ; Heidelberg
Publishing house: Springer
ISSN: 1619-697X , 1619-6988
Publication language: English
Institution: Business School > Operations Management (Juniorprofessur) (Glanzer 2023-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 330 Economics
510 Mathematics
Keywords (English): model ambiguity , distributionally robust decision making , multistage stochastic optimization , multiscale stochastic optimization , dynamic programming , Wasserstein distance , nested distance

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

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