Variational theory for optimization under stochastic ambiguity
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Publication:5266537
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Cited in
(30)- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Distributional robustness, stochastic divergences, and the quadrangle of risk
- Robustness of stochastic programs with endogenous randomness via contamination
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