JOURNAL ARTICLE
Distributionally robust optimization via regularized robust optimization
William PiatJ. FadiliFrédéric JurieSébastien Da Veiga
Year: 2026 Journal: Optimization Pages: 1-47 Publisher: Taylor & Francis
Keywords:
Robust optimization Optimization problem Robustness (evolution) Robust control Convex optimization Minification Constrained optimization
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Topics
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
Advanced Optimization Algorithms Research
Physical Sciences → Mathematics → Numerical Analysis
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
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