Distributionally Robust Optimization via Haar Wavelet Ambiguity Sets

Dimitris Boskos, Jorge Cortés 0001, Sonia Martínez. Distributionally Robust Optimization via Haar Wavelet Ambiguity Sets. In 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022. pages 4782-4787, IEEE, 2022. [doi]

Abstract

Abstract is missing.