Data-Driven Distributionally Robust Risk-Averse Two-Stage Stochastic Linear Programming over Wasserstein Ball

Yining Gu, Yicheng Huang, Yanjun Wang. Data-Driven Distributionally Robust Risk-Averse Two-Stage Stochastic Linear Programming over Wasserstein Ball. J. Optimization Theory and Applications, 200(1):242-279, January 2024. [doi]

Abstract

Abstract is missing.