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Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
We seek to provide practicable approximations of the two-stage robust stochastic optimization model when its ambiguity set is constructed with an f-divergence radius. These models are known to be numerically challenging to various degrees, depending on the choice of the f-divergence function. The nu...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10200077/ https://www.ncbi.nlm.nih.gov/pubmed/37360935 http://dx.doi.org/10.1007/s00291-023-00724-0 |