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Q4963648 - MaRDI portal

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scientific article; zbMATH DE number 7313216
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scientific article; zbMATH DE number 7313216

    Statements

    author
    Yong Zhao
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    Xinming Yang
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    Yong-Chao Liu
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    publication date
    19 February 2021
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    zbMATH Keywords
    distributionally robust optimization
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    reward-risk ratio
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    Wasserstein metric
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    90C34
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    90C47
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    zbMATH DE Number
    7313216
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