Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/136363
Title: DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
Authors: CHEN ZHI
Keywords: Distributionally robust optimization, ambiguity set, data-driven optimization, decision making under uncertainty, Wasserstein distance
Issue Date: 9-May-2017
Source: CHEN ZHI (2017-05-09). DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS. ScholarBank@NUS Repository.
URI: http://scholarbank.nus.edu.sg/handle/10635/136363
Appears in Collections:Ph.D Theses (Closed)

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