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

标题
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
作者
关键词
-
出版物
OPERATIONS RESEARCH
Volume 58, Issue 3, Pages 595-612
出版商
Institute for Operations Research and the Management Sciences (INFORMS)
发表日期
2010-01-29
DOI
10.1287/opre.1090.0741

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