Baidu
map

Discrete Approximation and Quantification in Distributionally Robust Optimization

Liu, YC; Pichler, A; Xu, HF

Liu, YC (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (1): 19

Abstract

Discrete approximation of probability distributions is an important topic in stochastic programming. In this paper, we extend the research on this top......

Full Text Link


Baidu
map
Baidu
map
Baidu
map