Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163): Difference between revisions
From MaRDI portal
Latest revision as of 12:47, 27 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties |
scientific article |
Statements
Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (English)
0 references
13 December 2021
0 references
distributionally robust optimization
0 references
Wasserstein distance
0 references
ambiguity set
0 references
asymptotic analysis
0 references
empirical distribution
0 references
0 references
0 references
0 references
