Distributionally robust optimization with polynomial densities: theory, models and algorithms

E de Klerk, D Kuhn, Krzysztof Postek

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@article{8955895bea544ec3bafe50ab36912d48,

title = "Distributionally robust optimization with polynomial densities: theory, models and algorithms",

author = "{de Klerk}, E and D Kuhn and Krzysztof Postek",

year = "2019",

month = dec,

day = "19",

doi = "10.1007/s10107-019-01429-5",

language = "English",

volume = "181",

pages = "265--296",

journal = "Mathematical Programming",

issn = "0025-5610",

publisher = "Springer-Verlag",

}

TY - JOUR

T1 - Distributionally robust optimization with polynomial densities: theory, models and algorithms

AU - de Klerk, E

AU - Kuhn, D

AU - Postek, Krzysztof

PY - 2019/12/19

Y1 - 2019/12/19

U2 - 10.1007/s10107-019-01429-5

DO - 10.1007/s10107-019-01429-5

M3 - Article

SN - 0025-5610

VL - 181

SP - 265

EP - 296

JO - Mathematical Programming

JF - Mathematical Programming

ER -