Distributionally robust optimization using optimal transport for Gaussian mixture models
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Publication:6640177
DOI10.1007/S11081-023-09856-2MaRDI QIDQ6640177
Zukui Li, Sanjula Kammammettu, Shu-Bo Yang
Publication date: 18 November 2024
Published in: Optimization and Engineering (Search for Journal in Brave)
Mathematical programming (90Cxx) Actuarial science and mathematical finance (91Gxx) Manifolds and measure-geometric topics (49Qxx)
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