Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
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Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant Wim van Ackooij1 · Debora Daniela Escobar2 · Martin Glanzer2 · Georg Ch. Pflug2,3 Received: 28 November 2019 / Accepted: 4 December 2019 © The Author(s) 2019
Correction to: Computational Management Science https://doi.org/10.1007/s10287-019-00358-0 The original version of this article unfortunately contained a mistake in Eq. (1). The correct expression is given below: [T−1 ] ∑ max 𝔼 𝛽t ht (zt , ut , 𝜉t ) T−1 {ut }t=0
t=0
s.t. zt+1 = gt (zt , ut , 𝜉t+1 ) ∀t = 0, … , T − 1 ut ∈ Ut (zt ) a.s. ∀t = 0, … , T − 1, ut = ut (zt , 𝜉t ), zt ∈ Zt a.s. ∀t = 0, … , T − 1
(1)
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The original article can be found online at https://doi.org/10.1007/s10287-019-00358-0. * Martin Glanzer [email protected] 1
OSIRIS, EDF R&D, 7 Boulevard Gaspard Monge, 91120 Palaiseau, France
2
Department of Statistics and Operations Research, University of Vienna, Oskar‑Morgenstern‑Platz 1, 1090 Wien, Austria
3
International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria
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