Discrete approximation and quantification in distributionally robust optimization
Year of publication: |
2019
|
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Authors: | Liu, Yongchao ; Pichler, Alois ; Xu, Huifu |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 1, p. 19-37
|
Subject: | Hoffman’s lemma | Kantorovich/Wasserstein metric | discretization of ambiguity set | moment conditions | nested distance | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming |
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