Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization.
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| Title: | Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization. |
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| 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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