A model of distributionally robust two-stage stochastic convex programming with linear recourse

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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...

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Bibliographic Details
Main Authors:	Li, Bin, Qian, X., Sun, Jie, Teo, Kok Lay, Yu, C.
Format:	Journal Article
Published:	Elsevier 2018
Online Access:	http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/67449

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