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"Optimal Transport-Based Distributionally Robust Optimization: Structural ..."

Jose H. Blanchet, Karthyek R. A. Murthy, Fan Zhang (2022)

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DOI: 10.1287/MOOR.2021.1178

access: closed

type: Journal Article

metadata version: 2022-11-23

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Jose H. Blanchet, Karthyek R. A. Murthy, Fan Zhang:
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes. Math. Oper. Res. 47(2): 1500-1529 (2022)

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