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"A note on distributionally robust optimization under moment uncertainty."

Qiang Liu et al. (2018)

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DOI: 10.1515/JNMA-2017-0020

access: closed

type: Journal Article

metadata version: 2019-06-03

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  - https://dblp.org/rec/journals/jnma/LiuWXZ18
Qiang Liu, Jia Wu, Xiantao Xiao, Liwei Zhang:
A note on distributionally robust optimization under moment uncertainty. J. Num. Math. 26(3): 141-150 (2018)

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