Li, Xiaobo; Natarajan, Karthik; Teo, Chung-Piaw; Zheng, … - In: European Journal of Operational Research 233 (2014) 3, pp. 459-473
probabilistic analysis of discrete optimization problems. These tools lead to distributionally robust bounds with applications in … characterized through partial moment information. Conic programming methods have been recently used to find distributionally robust … bounds for the expected optimal value of mixed integer linear programs over the set of all distributions with the given …