Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
Year of publication: |
May-June 2018
|
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Authors: | Hanasusanto, Grani A. ; Kuhn, Daniel |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 3, p. 849-869
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Subject: | two-stage decision problems | distributionally robust optimization | copositive programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics |
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