Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets.

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Bibliographic Details
Title: Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets.
Authors: Chen, Zhi1, Sim, Melvyn2, Xu, Huan3
Source: Operations Research. Sep/Oct2019, Vol. 67 Issue 5, p1328-1344. 17p.
Database: Business Source Ultimate
Description
ISSN:0030364X
DOI:10.1287/opre.2018.1799