Distributionally robust reward-risk ratio programming with Wasserstein metric (Q4963648)
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scientific article; zbMATH DE number 7313216
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| English | Distributionally robust reward-risk ratio programming with Wasserstein metric |
scientific article; zbMATH DE number 7313216 |
Statements
19 February 2021
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distributionally robust optimization
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reward-risk ratio
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Wasserstein metric
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0.8062114715576172
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0.7802760601043701
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0.774949312210083
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0.7634738087654114
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0.7501551508903503
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