Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1436-4646

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations ; volume:171 ; number:1-2 ; day:7 ; month:7 ; year:2017 ; pages:115-166 ; date:9.2018
Mathematical programming ; 171, Heft 1-2 (7.7.2017), 115-166, 9.2018

Creator: Mohajerin Esfahani, Peyman

Contributor: Kuhn, Daniel
SpringerLink (Online service)

DOI: 10.1007/s10107-017-1172-1

URN: urn:nbn:de:101:1-2018101323020755379556

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:37 AM CEST

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Mohajerin Esfahani, Peyman
Kuhn, Daniel
SpringerLink (Online service)

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