Distributionally robust linear and discrete optimization with marginals
Year of publication: |
2022
|
---|---|
Authors: | Chen, Louis ; Ma, Will ; Natarajan, Karthik ; Simchi-Levi, David ; Yan, Zhenzhen |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 3, p. 1822-1834
|
Subject: | duality | linear programming | marginal distribution model | optimal transport | Optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution |
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