Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (Q2821799)

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Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints
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    Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (English)
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    23 September 2016
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    distributionally robust optimization
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    moment conditions with cone constraints
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    Hölder continuity of the optimal value function
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    outer semicontinuity of the set of optimal solutions
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    quantitative stability analysis
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