Distributionally Robust Convex Optimization

DOI10.1287/OPRE.2014.1314zbMATH Open1327.90158OpenAlexW2125417745WikidataQ84725414 ScholiaQ84725414MaRDI QIDQ2941430FDOQ2941430

Authors: Wolfram Wiesemann, Daniel Kuhn, Melvyn Sim 

Publication date: 28 August 2015

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://www.optimization-online.org/DB_HTML/2013/02/3757.html

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zbMATH Keywords

robust optimizationconic optimizationambiguous probability distributions

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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