Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
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Publication:2424760
DOI10.1016/j.ejor.2019.03.008zbMath1430.90557OpenAlexW2921349977MaRDI QIDQ2424760
Publication date: 25 June 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.03.008
Wasserstein metriclogistic regressionsemi-infinite programmingrobustness and sensitivity analysisdistributionally robust optimization
General nonlinear regression (62J02) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Semi-infinite programming (90C34) Convergence of probability measures (60B10)
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