Discrete approximation scheme in distributionally robust optimization
From MaRDI portal
Recommendations
- Discrete approximation and quantification in distributionally robust optimization
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Quantitative stability analysis for distributionally robust optimization with moment constraints
Cited in
(10)- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets
- Discrete approximation and quantification in distributionally robust optimization
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Convergence and bound computation for chance constrained distributionally robust models using sample approximation
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distributionally robust discrete optimization with entropic Value-at-Risk
- Partition-based distributionally robust optimization via optimal transport with order cone constraints
- Mean robust optimization
This page was built for publication: Discrete approximation scheme in distributionally robust optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5017505)