A model of distributionally robust two-stage stochastic convex programming with linear recourse
We consider distributionally robust two-stage stochastic convex programming problems, in which the recourse problem is linear. Other than analyzing these new models case by case for different ambiguity sets, we adopt a unified form of ambiguity sets proposed by Wiesemann, Kuhn and Sim, and extend th...
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
Elsevier
2018
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| Online Access: | http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/67449 |