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A Short and General Duality Proof for Wasserstein Distributionally Robust Optimization
Operations ResearchJincheng Yang, Rui Gao, Luhao Zhang
exaly
Integrated Distributionally Robust Simulation-Optimization
2024 IEEE International Conference on Service Operations and Logistics, and Informatics (SOLI)Pengxiang Zhou +2 more
openaire +1 more source
Wasserstein Distributionally Robust Optimization and Variation Regularization
Operations ResearchAnton Kleywegt, Xi Chen, Rui Gao
exaly
Data-driven distributionally robust optimization
2014MEVISSEN MARTIN +2 more
openaire +3 more sources

