A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
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Publication:1670530
DOI10.1007/S11590-016-1095-4zbMATH Open1401.90137OpenAlexW2549100572MaRDI QIDQ1670530FDOQ1670530
Sarah Yini Gao, Soon-Yi Wu, Jie Sun
Publication date: 5 September 2018
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-016-1095-4
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Cited In (8)
- Quadratic two-stage stochastic optimization with coherent measures of risk
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- A class of two-stage distributionally robust games
- Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty
- Robust two-stage stochastic linear programs with moment constraints
- Recent contributions to linear semi-infinite optimization
- Recent contributions to linear semi-infinite optimization: an update
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