Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499)
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scientific article; zbMATH DE number 7534670
Language | Label | Description | Also known as |
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English | Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball |
scientific article; zbMATH DE number 7534670 |
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Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (English)
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31 May 2022
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stochastic dominance
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distributionally robust optimization
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Wasserstein distance
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sequential convex approximation
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