A note on distributionally robust optimization under moment uncertainty (Q1631405): Difference between revisions

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+Tractable approximations to robust conic optimization problems
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+On distributionally robust chance-constrained linear programs
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+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
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+Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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+Distributionally Robust Convex Optimization
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+Distributionally robust joint chance constraints with second-order moment information
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