A General Wasserstein Framework for Data-driven Distributionally Robust Optimization : Tractability and Applications
Year of publication: |
2022
|
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Authors: | Li, Jonathan Yu-Meng ; Mao, Tiantian |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4168264 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C44 - Statistical Decision Theory; Operations Research |
Source: | ECONIS - Online Catalogue of the ZBW |
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