Models and algorithms for distributionally robust least squares problems

Author:

Mehrotra Sanjay,Zhang He

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference23 articles.

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2. Bertsekas, Dimitri P.: Convex Analysis and Optimization. Athena Scientific, Belmont (2003)

3. Bertsimas, D., Doan, X.V., Natarajan, K., Teo, C.: Models for minimax stochastic linear optimization problems with risk aversion. Math. Oper. Res. 35(3), 580–602 (2010)

4. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

5. Delage, E., Ye, Y.: Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper. Res. 58(3), 595–612 (2010)

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