Work

Duality of Causal Distributionally Robust Optimization

Year: 2026

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/25m1803954

Author: Yifan Jiang

Institution: Imperial College London

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Engineering and Physical Sciences Research Council

Award: EPSRC Centre for Doctoral Training in Mathematics of Random Systems: Analysis, Modelling and Simulation

OpenAlex ID: W7203623829

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Cites: 31

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