Wu, Chenchen; Xu, Dachuan; Zhang, Jiawei - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540004-1
In this paper, we present a bilinear second-order cone programming safe approximation for the distributionally robust …. If we further know the covariance matrix, we can obtain a bilinear semi-definite programming safe approximation …
