Distributionally robust optimization with moment ambiguity sets
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Cited in
(32)- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Distributionally robust optimization. A review on theory and applications
- Frameworks and results in distributionally robust optimization
- Partition-based distributionally robust optimization via optimal transport with order cone constraints
- A distributionally robust area under curve maximization model
- Quantitative stability analysis for distributionally robust optimization with moment constraints
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- Distributionally Robust Convex Optimization
- Distributionally robust optimization with principal component analysis
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity
- Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
- Distributionally Robust Optimization with Moment Ambiguity Sets
- Distributionally robust optimization for engineering design under uncertainty
- A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
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- Distributionally robust resource allocation using Wasserstein distance
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