Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
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Publication:2059163
DOI10.1007/s40305-020-00313-wzbMath1488.90128OpenAlexW3047593671MaRDI QIDQ2059163
Zhu-Jia Xu, Zhiping Chen, Yu Mei, Bing-Bing Ji, Jia Liu
Publication date: 13 December 2021
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-020-00313-w
asymptotic analysisempirical distributionWasserstein distancedistributionally robust optimizationambiguity set
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Semi-infinite programming (90C34) Robustness in mathematical programming (90C17)
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