Data-driven Stochastic Programming with Distributionally Robust Constraints Under Wasserstein Distance: Asymptotic Properties
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Link
https://link.springer.com/content/pdf/10.1007/s40305-020-00313-w.pdf
Reference27 articles.
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3. Ji, Y., Qu, S., Wu, Z., Liu, Z.: A fuzzy-robust weighted approach for multicriteria bilevel games. IEEE Trans. Ind. Inf. (2020). https://doi.org/10.1109/TII.2020.2969456
4. Dentcheva, D., Ruszczyński, A.: Optimization with stochastic dominance constraints. SIAM J. Optim. 14(2), 548–566 (2003)
5. Liu, Y., Xu, H.: Stability analysis of stochastic programs with second order dominance constraints. Math. Prog. 142, 435–460 (2013)
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