Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706)
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scientific article; zbMATH DE number 7179950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Approximation and Quantification in Distributionally Robust Optimization |
scientific article; zbMATH DE number 7179950 |
Statements
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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