Quantitative stability analysis for minimax distributionally robust risk optimization
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Publication:2118071
DOI10.1007/S10107-018-1347-4zbMATH Open1489.90089OpenAlexW2614002454WikidataQ128977459 ScholiaQ128977459MaRDI QIDQ2118071FDOQ2118071
Authors: Alois Pichler, Huifu Xu 
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/425755/1/Pichler_Xu_MPB.pdf
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Cited In (18)
- Computationally tractable counterparts of distributionally robust constraints on risk measures
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- Stackelberg risk preference design
- On linear optimization over Wasserstein balls
- Frameworks and results in distributionally robust optimization
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