Distributionally robust expectation inequalities for structured distributions

Bart P. G. Van Parys, Paul J. Goulart, Manfred Morari. Distributionally robust expectation inequalities for structured distributions. Math. Program., 173(1-2):251-280, 2019. [doi]

@article{ParysGM19,
  title = {Distributionally robust expectation inequalities for structured distributions},
  author = {Bart P. G. Van Parys and Paul J. Goulart and Manfred Morari},
  year = {2019},
  doi = {10.1007/s10107-017-1220-x},
  url = {https://doi.org/10.1007/s10107-017-1220-x},
  researchr = {https://researchr.org/publication/ParysGM19},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {173},
  number = {1-2},
  pages = {251-280},
}