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 ...
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