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"Using affine policies to reformulate two-stage Wasserstein ..."

Youngchae Cho, Insoon Yang (2023)

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DOI: 10.48550/ARXIV.2301.00191

access: open

type: Informal or Other Publication

metadata version: 2023-01-10

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  - journals/corr/abs-2301-00191
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  - https://dblp.org/rec/journals/corr/abs-2301-00191
Youngchae Cho, Insoon Yang:
Using affine policies to reformulate two-stage Wasserstein distributionally robust linear programs to be independent of sample size. CoRR abs/2301.00191 (2023)

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