A note on distributionally robust optimization under moment uncertainty (Q1631405)
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scientific article; zbMATH DE number 6989836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on distributionally robust optimization under moment uncertainty |
scientific article; zbMATH DE number 6989836 |
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A note on distributionally robust optimization under moment uncertainty (English)
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6 December 2018
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distributionally robust optimization
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ambiguity set
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tractable optimization reformulation
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smoothing Newton conjugate gradient method
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