JOURNAL ARTICLE

Distributionally robust optimization via regularized robust optimization

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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