A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure

Haodong Yu, Jie Sun 0001, Yanjun Wang. A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure. Comp. Opt. and Appl., 79(1):67-99, 2021. [doi]

Abstract

Abstract is missing.