Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274)
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English | Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse |
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Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (English)
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9 March 2020
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stochastic programming
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linear semi-definite programming
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probability metric
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quantitative stability analysis
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distributionally robust optimization
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