SMEAL WIKI

Distributionally Robust Linear and Discrete Optimization with Marginals

Louis Chen, Will Ma, Karthik Natarajan, David Simchi‐Levi, Zhenzhen Yan
Year2022
VenueOperations Research
Typearticle
Citations24
DOI10.1287/opre.2021.2243
OpenAlexW4226239598

Topics

Risk and Portfolio OptimizationPolytopeRobust optimizationMathematical optimizationMathematicsClass (philosophy)