Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance

Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello. Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. SIAM Journal on Optimization, 32(3):1698-1727, 2022. [doi]

Abstract

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