Distributionally robust optimization with moment ambiguity sets
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Publication:2111170
DOI10.1007/s10915-022-02063-8OpenAlexW4311064410MaRDI QIDQ2111170
Publication date: 23 December 2022
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.12315
Semidefinite programming (90C22) Robustness in mathematical programming (90C17) Polynomial optimization (90C23)
Uses Software
Cites Work
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