Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706): Difference between revisions

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Revision as of 01:48, 22 July 2024

scientific article; zbMATH DE number 7179950
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Discrete Approximation and Quantification in Distributionally Robust Optimization
scientific article; zbMATH DE number 7179950

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    Discrete Approximation and Quantification in Distributionally Robust Optimization (English)
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    12 March 2020
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    Hoffman's lemma
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    Kantorovich/Wasserstein metric
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    discretization of ambiguity set
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    moment conditions
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    nested distance
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