Frameworks and Results in Distributionally Robust Optimization
The concepts of risk aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. The statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distribut...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2022-07-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.15/ |
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