Quantitative stability analysis for distributionally robust optimization with moment constraints (Q2821799)
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scientific article; zbMATH DE number 6629374
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| English | Quantitative stability analysis for distributionally robust optimization with moment constraints |
scientific article; zbMATH DE number 6629374 |
Statements
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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Quantitative stability analysis for distributionally robust optimization with moment constraints (English)
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0.8414300084114075
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0.8313836455345154
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0.8298389911651611
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0.7892559170722961
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