Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760)

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Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
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    Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (English)
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    25 June 2019
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    robustness and sensitivity analysis
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    distributionally robust optimization
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    Wasserstein metric
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    semi-infinite programming
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    logistic regression
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