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Distributionally Robust Stochastic Programming - MaRDI portal

Distributionally Robust Stochastic Programming (Q4588857)

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scientific article; zbMATH DE number 6802757
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English
Distributionally Robust Stochastic Programming
scientific article; zbMATH DE number 6802757

    Statements

    title
    Distributionally Robust Stochastic Programming (English)
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    author
    Alexander Shapiro
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    publication date
    3 November 2017
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    zbMATH Keywords
    coherent risk measures
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    law invariance
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    Wasserstein distance
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    \(\phi\)-divergence
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    sample average approximation
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    ambiguous chance constraints
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    Identifiers

    DOI
    10.1137/16M1058297
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    Mathematics Subject Classification ID
    90C15
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    90C47
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    91B30
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    zbMATH DE Number
    6802757
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    Wikidata QID
    Q92553665
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    OpenAlex ID
    W2766966154
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