Data-driven risk-averse stochastic optimization with Wasserstein metric (Q2417113)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven risk-averse stochastic optimization with Wasserstein metric |
scientific article |
Statements
Data-driven risk-averse stochastic optimization with Wasserstein metric (English)
0 references
11 June 2019
0 references
stochastic optimization
0 references
data-driven decision making
0 references
Wasserstein metric
0 references
0 references
