Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk

Wei Liu, Li Yang, Bo Yu 0003. Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk. INFORMS J. Optim., 5(1):68-91, January 2023. [doi]

Abstract

Abstract is missing.