Identifying effective scenarios in distributionally robust stochastic programs with total variation distance

Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello. Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. Math. Program., 173(1-2):393-430, 2019. [doi]

Authors

Hamed Rahimian

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Güzin Bayraksan

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Tito Homem-de-Mello

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