Random Distributionally Robust Optimization under Phi-divergence

MaRDI QIDQ7183063arXivFDO

Authors Guohui Guan, Zongxia Liang, Xingjian Ma

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimality conditions and duality in mathematical programming (90C46) Minimax problems in mathematical programming (90C47) Portfolio theory (91G10)

arXiv classification

math.OC

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