Distributionally robust optimization with polynomial densities: theory, models and algorithms
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Publication:2189441
DOI10.1007/s10107-019-01429-5zbMath1467.90030arXiv1805.03588OpenAlexW2972299727WikidataQ88197640 ScholiaQ88197640MaRDI QIDQ2189441
Krzysztof Postek, Daniel Kuhn, Etienne de Klerk
Publication date: 15 June 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.03588
semidefinite programminggeneralized eigenvalue problemsum-of-squares polynomialsdistributionally robust optimization
Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
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