Cone ordering in distributionally robust optimization with set-valued probabilities

DOI10.1007/S10957-026-02992-6MaRDI QIDQ7239731zbMATH OpenFDO

Authors Davide La Torre, F. Mendivil, Matteo Rocca

Publication date 8 May 2026

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-026-02992-6

zbMATH Keywords

certainty equivalentrobust optimizationset optimizationset-valued probabilities

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Mathematical programming (90Cxx)

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