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"Distributionally Robust Optimization Based on Kernel Density Estimation ..."

Wei Liu, Li Yang, Bo Yu (2023)

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DOI: 10.1287/IJOO.2022.0076

access: closed

type: Journal Article

metadata version: 2024-03-16

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Wei Liu, Li Yang, Bo Yu:
Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk. INFORMS J. Optim. 5(1): 68-91 (2023)

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