Computationally efficient approximations for distributionally robust optimization under moment and Wasserstein ambiguity

Meysam Cheramin, Jianqiang Cheng, Ruiwei Jiang, Kai Pan

Year of publication:	2022
Authors:	Cheramin, Meysam ; Cheng, Jianqiang ; Jiang, Ruiwei ; Pan, Kai
Published in:	INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 3, p. 1768-1794
Subject:	distributionally robust optimization \| moment information \| principal component analysis \| semidefinite programming \| stochastic programming \| Wasserstein distance \| Mathematische Optimierung \| Mathematical programming \| Robustes Verfahren \| Robust statistics \| Stochastischer Prozess \| Stochastic process \| Hauptkomponentenanalyse \| Principal component analysis \| Statistische Verteilung \| Statistical distribution \| Schätztheorie \| Estimation theory

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/ijoc.2021.1123 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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