Distributionally Robust Optimization with Moment Ambiguity Sets

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DOI10.1007/s10915-022-02063-8zbMath1509.90142arXiv2103.12315MaRDI QIDQ6363495

Suhan Zhong, Jia-Wang Nie, Liu Yang, Guangming Zhou

Publication date: 23 March 2021

Mathematics Subject Classification ID

Semidefinite programming (90C22) Robustness in mathematical programming (90C17) Polynomial optimization (90C23)

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