Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068)
From MaRDI portal
scientific article; zbMATH DE number 7794714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball |
scientific article; zbMATH DE number 7794714 |
Statements
Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (English)
0 references
25 January 2024
0 references
distributionally robust optimization
0 references
two-stage stochastic linear programming
0 references
conditional value-at-risk
0 references
Wasserstein metric
0 references
conic optimization
0 references
data-driven decision making
0 references
0 references
0 references
0 references
0 references
