Distributionally robust stochastic optimization with Wasserstein distance
Rui Gao, Anton Kleywegt
| Year of publication: |
2023
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|---|---|
| Authors: | Gao, Rui ; Kleywegt, Anton |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 2, p. 603-655
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| Subject: | ambiguity set | data-driven decision making | distributionally robust optimization | Wasserstein metric | worst-case distribution | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.1275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314839