Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384)

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scientific article; zbMATH DE number 7258954
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Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
scientific article; zbMATH DE number 7258954

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    Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (English)
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    12 October 2020
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    two-stage decision problems
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    distributionally robust optimization
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    copositive programming
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