Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust optimization with correlated data from vector autoregressive processes |
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Distributionally robust optimization with correlated data from vector autoregressive processes (English)
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10 February 2020
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Wasserstein distance
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distributionally robust optimization
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saddle point problem
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