Goh, Joel, and Melvyn Sim. "Distributionally Robust Optimization and Its Tractable Approximations." Operations Research 58, no. 4 (pt.1) (July–August 2010): 902–917.
Robust stochastic optimisation methods seek decision rules that perform reliably under both inherent randomness and ambiguity in probability models. Combining classical stochastic programming—where ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results