Models and algorithms for distributionally robust least squares problems (Q403637)

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scientific article; zbMATH DE number 6336100
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English
Models and algorithms for distributionally robust least squares problems
scientific article; zbMATH DE number 6336100

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    Models and algorithms for distributionally robust least squares problems (English)
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    29 August 2014
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    least squares problems
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    probabilistic ambiguity
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    Kantorovich probability
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    semidefinite optimization
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    polynomial time algorithms
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