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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:
$$ \begin{aligned} & \mathop { \hbox{max} }\limits_{{\{ u_{t} \}_{t = 0}^{T - 1} }} {\mathbb{E}}\left[ {\sum\limits_{t = 0}^{T - 1} {\beta_{t} } h_{t} (z_{t} ,u_{t} ,\xi_{t} )} \right] \\ & \quad {\text{s}}. {\text{t}}. \,{ }z_{t + 1} = g_{t} (z_{t} ,u_{t} ,\xi_{t + 1} )\quad \forall t = 0, \ldots ,T - 1 \\ & \quad \quad \,\,u_{t} \in {\mathcal{U}}_{t} (z_{t} )\;{\text{a}}. {\text{s}}.\, { }\forall t = 0, \ldots ,T - 1,\;\:u_{t} = u_{t} (z_{t} ,\xi_{t} ), \\ & \quad \quad \,\,z_{t} \in {\mathcal{Z}}_{t} \;{\text{a}}. {\text{s}}.\, { }\forall t = 0, \ldots ,T - 1\; \\ \end{aligned} $$
(1)
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van Ackooij, W., Escobar, D.D., Glanzer, M. et al. Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput Manag Sci 17, 387 (2020). https://doi.org/10.1007/s10287-019-00361-5
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DOI: https://doi.org/10.1007/s10287-019-00361-5