Distributionally Robust Stochastic Optimization with Wasserstein Distance (Q6199265)
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scientific article; zbMATH DE number 7808961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Stochastic Optimization with Wasserstein Distance |
scientific article; zbMATH DE number 7808961 |
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Distributionally Robust Stochastic Optimization with Wasserstein Distance (English)
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23 February 2024
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distributionally robust optimization
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Wasserstein metric
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data-driven decision making
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ambiguity set
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worst-case distribution
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