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Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Wim van Ackooij
Debora Daniela Escobar
Martin Glanzer
Georg Ch. Pflug
Published in:
Comput. Manag. Sci. (2020)
Keyphrases
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robust optimization
stochastic programming
chance constrained
mathematical programming
portfolio optimization
risk measures
lot sizing
decision theory
artificial intelligence
case based reasoning
semidefinite programming
chance constraints