Data-driven minimax optimization with expectation constraints

DOI10.1287/OPRE.2022.0110MaRDI QIDQ6956937zbMATH OpenFDO

Authors Shuoguang Yang, Xudong Li, Guanghui Lan

Publication date 17 July 2025

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationprimal-dual methodsminimax optimizationexpectation constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Minimax problems in mathematical programming (90C47)

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