Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints

From MaRDI portal
Publication:6398849

arXiv2205.05315MaRDI QIDQ6398849

Qikun Xiang, Ariel Neufeld

Publication date: 11 May 2022











This page was built for publication: Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints