Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
出版年份 2017 全文链接
标题
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
作者
关键词
90C15 Stochastic programming, 90C25 Convex programming, 90C47 Minimax problems
出版物
MATHEMATICAL PROGRAMMING
Volume -, Issue -, Pages -
出版商
Springer Nature
发表日期
2017-07-07
DOI
10.1007/s10107-017-1172-1
参考文献
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