Decomposition methods for Wasserstein-based data-driven distributionally robust problems

Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello. Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Oper. Res. Lett., 49(5):696-702, 2021. [doi]

Abstract

Abstract is missing.