Rui Gao, Anton J. Kleywegt. Distributionally Robust Stochastic Optimization with Wasserstein Distance. Math. Oper. Res., 48(2):603-655, May 2023. [doi]
@article{GaoK23-2,
title = {Distributionally Robust Stochastic Optimization with Wasserstein Distance},
author = {Rui Gao and Anton J. Kleywegt},
year = {2023},
month = {May},
doi = {10.1287/moor.2022.1275},
url = {https://doi.org/10.1287/moor.2022.1275},
researchr = {https://researchr.org/publication/GaoK23-2},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {48},
number = {2},
pages = {603-655},
}