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Distributionally Robust Stochastic Optimization with Wasserstein Distance.

Rui GaoAnton J. Kleywegt
Published in: Math. Oper. Res. (2023)
Keyphrases
  • stochastic optimization
  • robust optimization
  • mathematical programming
  • stochastic programming
  • multistage
  • distance measure
  • pointwise
  • distance function
  • machine learning
  • semidefinite programming