Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

Published 2010 View Full Article

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Title
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
Authors
Keywords
-
Journal
OPERATIONS RESEARCH
Volume 58, Issue 3, Pages 595-612
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2010-01-29
DOI
10.1287/opre.1090.0741

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