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A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle - MaRDI portal

A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle

From MaRDI portal
Publication:6366696

arXiv2105.00760MaRDI QIDQ6366696

Daniel Kuhn, Jianzhe Zhen, Wolfram Wiesemann

Publication date: 3 May 2021








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