Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

Jie Zhang, Huifu Xu, Liwei Zhang. Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. SIAM Journal on Optimization, 26(3):1855-1882, 2016. [doi]

Authors

Jie Zhang

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Huifu Xu

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Liwei Zhang

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