"Efficient Algorithms for Distributionally Robust Stochastic Optimization ..."

Zhe Zhang, Shabbir Ahmed, Guanghui Lan (2021)

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DOI: 10.1137/19M1290115

access: closed

type: Journal Article

metadata version: 2021-10-26

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Zhe Zhang, Shabbir Ahmed, Guanghui Lan:
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support. SIAM J. Optim. 31(3): 1690-1721 (2021)

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