A distance for multistage stochastic optimization models

SIAM Journal on Optimization

Volumn 22, Issue 1, 2012, Pages 1-23

  Pflug, Georg Ch ^a,b   Pichler, Alois ^a  

^a UNIVERSITY OF VIENNA   (Austria)

^b INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

Author keywords

Quantitative stability; Scenario approximation; Stochastic optimization; Transportation distance

Indexed keywords

INFORMATION STRUCTURES; LIPSCHITZ; MATHEMATICAL OBJECTS; OPTIMAL VALUES; PROBABILITY SPACES; QUANTITATIVE STABILITY; SCENARIO APPROXIMATION; SCENARIO TREE; STOCHASTIC OPTIMIZATION MODEL; STOCHASTIC OPTIMIZATIONS; STOCHASTIC PARAMETERS; TRANSPORTATION DISTANCE; WASSERSTEIN DISTANCE;

DECISION TREES; FORESTRY; RANDOM PROCESSES; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

PROBABILITY DISTRIBUTIONS;

FORESTRY; OPTIMIZATION; RANDOM PROCESSES;

EID: 84861611928     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/110825054     Document Type: Article

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