Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Work
Year: 2018
Type: article
Abstract: Adaptive robust optimization problems are usually solved approximately by restricting the adaptive decisions to simple parametric decision rules. However, the corresponding approximation error can be ... more
Source: Operations Research
Authors Grani A. Hanasusanto, Daniel Kühn
Cites: 77
Cited by: 91
Related to: 10
FWCI: 17.13
Citation percentile (by year/subfield): 99.99
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green