Work

Refined Wasserstein Distributionally Robust Optimization for Contract Pricing: The Value of Optimality Conditions in Transactions

Year: 2025

Type: article

Source: INFORMS journal on computing

DOI: 10.1287/ijoc.2024.0547

Authors: Guodong Yu, Pengcheng Dong, Huiping Sun

Institution: Shandong University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409001468

FWCI:

Cites: 24

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Related to: 10