Distributionally Robust Two-Stage Stochastic Programming
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Publication:5093642
DOI10.1137/20M1370227zbMath1496.90043OpenAlexW4285084373MaRDI QIDQ5093642
David P. Morton, Sanjay Mehrotra, Daniel Duque
Publication date: 29 July 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1370227
Wasserstein distancetwo-stage stochastic programmingdistributionally robust optimizationoptimal transport distance
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Cites Work
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