Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Crossref DOI link: https://doi.org/10.1007/s10107-017-1172-1
Published Online: 2017-07-07
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mohajerin Esfahani, Peyman http://orcid.org/0000-0003-1286-8782
Kuhn, Daniel
Funding for this research was provided by:
Delft University of Technology
License valid from 2017-07-07