Residuals-based distributionally robust optimization with covariate information
Author:
Funder
Advanced Scientific Computing Research
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
https://link.springer.com/content/pdf/10.1007/s10107-023-02014-7.pdf
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4. Bayraksan, G., Love, D.K.: Data-driven stochastic programming using phi-divergences. In: The Operations Research Revolution, pp. 1–19. INFORMS TutORials in Operations Research (2015)
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