Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 30 December 2019Accepted: 29 June 2020Published online: 07 October 2020Keywordsdistributionally robust optimization, multistage stochastic programming, stochastic dual dynamic programmingAMS Subject Headings90C15, 90C39, 90C47Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8
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Duque et al. (2020) studied this question.
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