Appendix_KMDR method.pdf
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https://figshare.com/articles/dataset/Appendix_KMDR_method_pdf/27600210/1
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资源简介：
In addition to the risk-neutral SPDS shown in section Ⅲ, we formulate a two-stage mean-risk SPDS problem (MR- SPDS) handled by the proposed KMDR. The MR-SPDS cannot be directly solved by the commercial optimization solver, which requires reformulations considering the tractability. First, the original MR-SPDS problem is formulated in vectors and matrices. Next, we apply the Kullback-Leibler (KL) divergence-based LRA modelling to the CVaR-based mean-risk optimization framework.
提供机构：
Zhao, Alexis Pengfei
创建时间：
2024-11-03
