Discrete Approximation Scheme in Distributionally Robust Optimization (Q5017505)

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scientific article; zbMATH DE number 7448842
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Discrete Approximation Scheme in Distributionally Robust Optimization
scientific article; zbMATH DE number 7448842

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    Discrete Approximation Scheme in Distributionally Robust Optimization (English)
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    17 December 2021
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    quantitative stability analysis
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    Hoffman lemma
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    discrete approximation method
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    distributionally robust optimization
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    stochastic primal-dual hybrid gradient algorithm
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