基于Wasserstein球的数据驱动分布鲁棒风险厌恶两阶段随机线性规划

Data-Driven Distributionally Robust Risk-Averse Two-Stage Stochastic Linear Programming over Wasserstein Ball

Journal of Optimization Theory and Applications · 2023
被引 1
ABS 3
运筹学随机规划鲁棒优化风险管理