Distributionally Robust Linear and Discrete Optimization with Marginals
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Publication:5095178
DOI10.1287/OPRE.2021.2243zbMATH Open1496.90046OpenAlexW4226239598MaRDI QIDQ5095178FDOQ5095178
Authors: Louis H. Y. Chen, Will Ma, Karthik Natarajan, David Simchi-Levi, Zhenzhen Yan
Publication date: 5 August 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2021.2243
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- Title not available (Why is that?)
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Cited In (9)
- Polynomial-time algorithms for multimarginal optimal transport problems with structure
- Exploiting partial correlations in distributionally robust optimization
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Distributionally robust mixed integer linear programs: persistency models with applications
- Distributionally Robust Convex Optimization
- Distributionally robust discrete optimization with entropic Value-at-Risk
- A distributionally robust area under curve maximization model
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- Frameworks and results in distributionally robust optimization
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