On distributional robust probability functions and their computations

DOI10.1016/j.ejor.2013.08.044zbMath1339.60013OpenAlexW2060003589MaRDI QIDQ297175

Man Hong Wong, Shu-Zhong Zhang

Publication date: 24 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.08.044

zbMATH Keywords

risk managementconic programmingdistributional robustmoment boundssemidefinite programming (SDP)

Mathematics Subject Classification ID

Semidefinite programming (90C22) Probability distributions: general theory (60E05)

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