Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
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Publication:4971384
DOI10.1287/opre.2017.1698zbMath1455.90121arXiv1609.07505OpenAlexW2526036069WikidataQ92968691 ScholiaQ92968691MaRDI QIDQ4971384
Grani A. Hanasusanto, Daniel Kuhn
Publication date: 12 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.07505
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