Quantitative Stability Analysis for Minimax Distributionally Robust Risk (2017)
Attributed to:
Distributionally Robust Optimisation With Matrix Moment Constraints: A Semi-Infinite and Semi-Definite Programming Approach
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: http://www.optimization-online.org/DB_FILE/2017/01/5814.pdf
Type: Technical Report