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Revision as of 16:26, 5 March 2024

scientific article; zbMATH DE number 6898124
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English
Distributionally Robust Optimization with Principal Component Analysis
scientific article; zbMATH DE number 6898124

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    Distributionally Robust Optimization with Principal Component Analysis (English)
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    3 July 2018
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    stochastic programming
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    distributionally robust optimization
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    principal component analysis
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    semidefinite programming
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