Optimized Dimensionality Reduction for Moment-based Distributionally Robust Optimization

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Optimized Dimensionality Reduction for Moment-based Distributionally Robust Optimization (scientific article from arXiv)

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MaRDI QIDQ7155625arXivFDO

Authors Shiyi Jiang, Jianqiang Cheng, Kai Pan, Zuo-Jun (Max) Shen

Publication date 2023

Published in arXiv

arXiv classification

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