Quantitative Stability Analysis for Distributionally Robust Optimization with Moment 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/10.1137/15m1038529
Publication URI: http://dx.doi.org/10.1137/15m1038529
Type: Journal Article/Review
Parent Publication: SIAM Journal on Optimization
Issue: 3