"Wasserstein Distributionally Robust Optimization and Variation Regularization."

Rui Gao, Xi Chen, Anton J. Kleywegt (2024)

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DOI: 10.1287/OPRE.2022.2383

access: closed

type: Journal Article

metadata version: 2024-07-04

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Rui Gao, Xi Chen, Anton J. Kleywegt:
Wasserstein Distributionally Robust Optimization and Variation Regularization. Oper. Res. 72(3): 1177-1191 (2024)

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