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~subject:"Distributionally robust optimization"
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Distributionally robust optimization
Mathematical programming
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Mehrotra, Sanjay
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Lei, Jiaqi
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Luo, Fengqiao
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European journal of operational research : EJOR
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Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research
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ECONIS (ZBW)
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Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
Luo, Fengqiao
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10012102588
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Convergence and bound computation for chance constrained distributionally robust models using sample approximation
Lei, Jiaqi
;
Mehrotra, Sanjay
- In:
Operations research letters : a journal of INFORMS …
60
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015359118
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