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  • Search: subject:"discretization of ambiguity set"
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Hoffman’s lemma 1 Kantorovich/Wasserstein metric 1 Mathematical programming 1 Mathematische Optimierung 1 Robust statistics 1 Robustes Verfahren 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 discretization of ambiguity set 1 moment conditions 1 nested distance 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Liu, Yongchao 1 Pichler, Alois 1 Xu, Huifu 1
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Mathematics of operations research 1
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ECONIS (ZBW) 1
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Discrete approximation and quantification in distributionally robust optimization
Liu, Yongchao; Pichler, Alois; Xu, Huifu - In: Mathematics of operations research 44 (2019) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10012001051
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