Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739)
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scientific article; zbMATH DE number 7552234
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| English | Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity |
scientific article; zbMATH DE number 7552234 |
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Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (English)
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1 July 2022
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stochastic programming
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distributionally robust optimization
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moment information
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Wasserstein distance
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principal component analysis
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semidefinite programming
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0.8242377042770386
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0.8098594546318054
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0.7868994474411011
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0.7864062190055847
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