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"Data-driven distributionally robust optimization using the Wasserstein ..."
Peyman Mohajerin Esfahani, Daniel Kuhn (2018)
- Peyman Mohajerin Esfahani
, Daniel Kuhn:
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. Math. Program. 171(1-2): 115-166 (2018)
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