A multistage distributionally robust optimization approach to water allocation under climate uncertainty.
Jangho ParkGüzin BayraksanPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- robust optimization
- multistage
- stochastic programming
- lot sizing
- chance constrained
- robust counterpart
- stochastic optimization
- inventory management
- max min
- portfolio selection
- mathematical programming
- single stage
- risk measures
- dynamic programming
- risk averse
- decision theory
- resource allocation
- semidefinite programming
- fixed cost
- decision making
- optimal policy
- artificial intelligence
- machine learning