Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello. Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. SIAM Journal on Optimization, 32(3):1698-1727, 2022. [doi]
@article{RahimianBH22,
title = {Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance},
author = {Hamed Rahimian and Güzin Bayraksan and Tito Homem-de-Mello},
year = {2022},
doi = {10.1137/21m1446484},
url = {https://doi.org/10.1137/21m1446484},
researchr = {https://researchr.org/publication/RahimianBH22},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {32},
number = {3},
pages = {1698-1727},
}