Distributionally Robust Linear and Discrete Optimization with Marginals

DOI10.1287/opre.2021.2243zbMath1496.90046OpenAlexW4226239598MaRDI QIDQ5095178

Zhenzhen Yan, David Simchi-Levi, Karthik Natarajan, Louis H. Y. Chen, Will Ma

Publication date: 5 August 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2021.2243

zbMATH Keywords

linear programmingdualityoptimal transportmarginal distribution model

Mathematics Subject Classification ID

Integer programming (90C10) Linear programming (90C05) Robustness in mathematical programming (90C17)

Related Items (2)

Frameworks and results in distributionally robust optimization ⋮ Polynomial-time algorithms for multimarginal optimal transport problems with structure

Uses Software

• ROME

Cites Work

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