"Regularized distributionally robust optimization with application to the ..."

Leyang Zhao, Guoyin Li, Spiridon I. Penev (2024)

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DOI: 10.1007/S10479-023-05726-3

access: closed

type: Journal Article

metadata version: 2024-06-18

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Leyang Zhao, Guoyin Li, Spiridon I. Penev:
Regularized distributionally robust optimization with application to the index tracking problem. Ann. Oper. Res. 337(1): 397-424 (2024)

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