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]
@article{ZhangXZ16-1,
title = {Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints},
author = {Jie Zhang and Huifu Xu and Liwei Zhang},
year = {2016},
doi = {10.1137/15M1038529},
url = {http://dx.doi.org/10.1137/15M1038529},
researchr = {https://researchr.org/publication/ZhangXZ16-1},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {26},
number = {3},
pages = {1855-1882},
}