Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (2016)
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
Digital Object Identifier: http://dx.doi.org/10.1080/10556788.2016.1175003
Publication URI: http://dx.doi.org/10.1080/10556788.2016.1175003
Type: Journal Article/Review
Parent Publication: Optimization Methods and Software
Issue: 4