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Frameworks and Results in Distributionally Robust Optimization.

Hamed RahimianSanjay Mehrotra
Published in: Open J. Math. Optim. (2022)
Keyphrases
  • robust optimization
  • chance constrained
  • mathematical programming
  • stochastic programming
  • portfolio optimization
  • lot sizing
  • risk measures
  • decision theory
  • chance constraints
  • lower bound