Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
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Publication:2026771
DOI10.1007/s10589-020-00234-7zbMath1468.90075OpenAlexW3097661180MaRDI QIDQ2026771
Yannan Chen, Huifu Xu, Hailin Sun
Publication date: 20 May 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-020-00234-7
decomposition methodparallel computingdiscrete approximationmoment conditionsdistributionally robust optimizationKantorovich ball
Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)
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