Author
Shixuan Zhang
Recent research
- AI & ComputingOpen access
On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis
Abstract. This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO) problems. Our main contribution is a novel nonconsecutive dual dynamic programming (NDDP) algorithm which explores different stag...