Partition-based distributionally robust optimization via optimal transport with order cone constraints
Adrián Esteban-Pérez, Juan M. Morales
| Year of publication: |
2022
|
|---|---|
| Authors: | Esteban-Pérez, Adrián ; Morales, Juan M. |
| Published in: |
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies. - Berlin : Springer, ISSN 1614-2411, ZDB-ID 2106212-2. - Vol. 20.2022, 3, p. 465-497
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| Subject: | Distributionally robust optimization | Multi-item newsvendor problem | Optimal transport | Order cone constraints | Strategic firm | Wasserstein metric | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Lagerhaltungsmodell | Inventory model | Robustes Verfahren | Robust statistics |
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