Sensitivity analysis of Wasserstein distributionally robust optimization problems (Q6985551)
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scientific article; zbMATH DE number 8038472
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| English | Sensitivity analysis of Wasserstein distributionally robust optimization problems |
scientific article; zbMATH DE number 8038472 |
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Sensitivity analysis of Wasserstein distributionally robust optimization problems (English)
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12 May 2025
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robust stochastic optimization
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sensitivity analysis
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uncertainty quantification
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non-parametric uncertainty
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Wasserstein metric
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