A unified theory of robust and distributionally robust optimization via the primal-worst-equals-dual-best principle (Q6974745)
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scientific article; zbMATH DE number 8049685
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| English | A unified theory of robust and distributionally robust optimization via the primal-worst-equals-dual-best principle |
scientific article; zbMATH DE number 8049685 |
Statements
A unified theory of robust and distributionally robust optimization via the primal-worst-equals-dual-best principle (English)
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5 June 2025
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(distributionally) robust optimization
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convex analysis
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optimal transport
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