"Computationally Tractable Counterparts of Distributionally Robust ..."

Krzysztof Postek, Dick den Hertog, Bertrand Melenberg (2016)

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DOI: 10.1137/151005221

access: closed

type: Journal Article

metadata version: 2022-12-07

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Krzysztof Postek, Dick den Hertog, Bertrand Melenberg:
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures. SIAM Rev. 58(4): 603-650 (2016)

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