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"Quantitative Stability Analysis for Distributionally Robust Optimization ..."

Jie Zhang, Huifu Xu, Liwei Zhang (2016)

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DOI: 10.1137/15M1038529

access: closed

type: Journal Article

metadata version: 2022-08-04

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Jie Zhang, Huifu Xu, Liwei Zhang:
Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. SIAM J. Optim. 26(3): 1855-1882 (2016)

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