Distributionally robust optimization with infinitely constrained ambiguity sets
Year of publication: |
2019
|
---|---|
Authors: | Chen, Zhi ; Sim, Melvyn ; Xu, Huan |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 5, p. 1328-1344
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Subject: | distributionally robust optimization | stochastic programming | entropic dominance | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
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