Globalized Distributionally Robust Counterpart

Liu, F; Chen, Z; Wang, SM

Wang, SM (通讯作者),Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China.

INFORMS JOURNAL ON COMPUTING, 2023; 35 (5): 1120

Abstract

We extend the notion of globalized robustness to consider distributional information beyond the support of the ambiguous probability distribution. We ......

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