"Distributionally Robust Optimization with Principal Component Analysis."

Jianqiang Cheng et al. (2018)

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DOI: 10.1137/16M1075910

access: closed

type: Journal Article

metadata version: 2023-06-26

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Jianqiang Cheng, Richard Li-Yang Chen, Habib N. Najm, Ali Pinar, Cosmin Safta, Jean-Paul Watson:
Distributionally Robust Optimization with Principal Component Analysis. SIAM J. Optim. 28(2): 1817-1841 (2018)

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