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Discrete Approximation and Quantification in Distributionally Robust Optimization.

Yongchao LiuAlois PichlerHuifu Xu
Published in: Math. Oper. Res. (2019)
Keyphrases
  • robust optimization
  • chance constrained
  • stochastic programming
  • mathematical programming
  • portfolio optimization
  • semidefinite programming
  • risk measures
  • lot sizing
  • decision theory
  • search algorithm
  • tabu search