SMEAL WIKI

Distributionally Robust Linear and Discrete Optimization with Marginals

Louis Chen, Will Ma, Karthik Natarajan, David Simchi‐Levi, Zhenzhen Yan
Year2018
VenueSSRN Electronic Journal
Typepreprint
Citations16
DOI10.2139/ssrn.3159473
OpenAlexW2908984973

Topics

Risk and Portfolio OptimizationMathematical optimizationRobust optimizationMathematicsComputer scienceEconometrics