A review of algorithms for distributionally robust optimization using statistical distances

DOI10.3934/JIMO.2024147MaRDI QIDQ6857069zbMATH OpenFDO

Authors Zude Wang, Su-Hong Jiang, Yue Lin, Yuan Tao, Caihua Chen

Publication date 18 February 2026

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

zbMATH Keywords

Wasserstein metricalgorithm\(\phi\)-divergencedistributionally robust optimizationstatistical distance

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Minimax problems in mathematical programming (90C47) Robustness in mathematical programming (90C17)

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