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Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization.

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Title: Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization.
Authors: Jiang, Shiyi1 (AUTHOR) shiyi-phd.jiang@connect.polyu.hk, Cheng, Jianqiang2 (AUTHOR) jqcheng@arizona.edu, Pan, Kai1 (AUTHOR) kai.pan@polyu.edu.hk, Shen, Zuo-Jun Max3 (AUTHOR) maxshen@berkeley.edu
Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1648-1669. 22p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2023.0645