Distributionally Robust Stochastic Programming (Q4588857)
From MaRDI portal
scientific article; zbMATH DE number 6802757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Stochastic Programming |
scientific article; zbMATH DE number 6802757 |
Statements
Distributionally Robust Stochastic Programming (English)
0 references
3 November 2017
0 references
coherent risk measures
0 references
law invariance
0 references
Wasserstein distance
0 references
\(\phi\)-divergence
0 references
sample average approximation
0 references
ambiguous chance constraints
0 references
0 references
0 references
