Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384)
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scientific article; zbMATH DE number 7258954
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English | Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls |
scientific article; zbMATH DE number 7258954 |
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Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (English)
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12 October 2020
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two-stage decision problems
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distributionally robust optimization
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copositive programming
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