Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization

Shiyi Jiang, Jianqiang Cheng, Kai Pan, Zuo-Jun Max Shen. Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization. Operations Research, 74(3):1648-1669, 2026. [doi]

Abstract

Abstract is missing.