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"Distributionally robust optimization with decision dependent ambiguity sets."

Fengqiao Luo, Sanjay Mehrotra (2020)

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DOI: 10.1007/S11590-020-01574-3

access: open

type: Journal Article

metadata version: 2021-05-14

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  dblp key:
  - journals/ol/LuoM20
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  - https://dblp.org/rec/journals/ol/LuoM20
Fengqiao Luo, Sanjay Mehrotra:
Distributionally robust optimization with decision dependent ambiguity sets. Optim. Lett. 14(8): 2565-2594 (2020)

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