Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163)
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scientific article; zbMATH DE number 7443744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties |
scientific article; zbMATH DE number 7443744 |
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Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (English)
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13 December 2021
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distributionally robust optimization
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Wasserstein distance
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ambiguity set
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asymptotic analysis
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empirical distribution
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