Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball

Yining Gu, Yanjun Wang 0001, Zhen Cao, Yicheng Huang. Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball. Comp. Opt. and Appl., 93(3):1145-1189, April 2026. [doi]

Abstract

Abstract is missing.