Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197)

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scientific article; zbMATH DE number 7266012
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Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets
scientific article; zbMATH DE number 7266012

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    Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (English)
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    26 October 2020
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    distributionally robust optimization
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    stochastic programming
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    entropic dominance
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