Distributionally robust optimization. A review on theory and applications
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Publication:2074636
DOI10.3934/naco.2021057zbMath1485.90083OpenAlexW3217581017MaRDI QIDQ2074636
Xiaolei Fang, Fengming Lin, Zheming Gao
Publication date: 10 February 2022
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/naco.2021057
machine learningoperations researchdistributionally robust optimizationtractable methodsuncertain decision-making
Applications of mathematical programming (90C90) Minimax problems in mathematical programming (90C47) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Robustness in mathematical programming (90C17)
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