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"Data-driven distributionally robust optimization using the Wasserstein ..."

Peyman Mohajerin Esfahani, Daniel Kuhn (2018)

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DOI: 10.1007/S10107-017-1172-1

access: open

type: Journal Article

metadata version: 2023-12-03

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Peyman Mohajerin Esfahani, Daniel Kuhn:
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. Math. Program. 171(1-2): 115-166 (2018)

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