Distributionally Robust Stochastic Optimization with Wasserstein Distance
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Abstract
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DOI: 10.1287/moor.2022.1275
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Cited by:
- Gao, Yingying & Ding, Xianghai & Yu, Wuyang, 2024. "Distributional robustness based on Wasserstein-metric approach for humanitarian logistics problem under road disruptions," Operations Research Perspectives, Elsevier, vol. 13(C).
- Yuxin Du & Dejian Tian & Hui Zhang, 2025. "Robust distortion risk measures with linear penalty under distribution uncertainty," Papers 2503.15824, arXiv.org.
- Florian F Gunsilius, 2025. "A primer on optimal transport for causal inference with observational data," Papers 2503.07811, arXiv.org, revised Mar 2025.
- Xie, Chi & Cui, Zheng & Long, Daniel Zhuoyu & Qi, Jin, 2025. "Distributionally robust optimization for minimizing price fluctuations in quota system," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 193(C).
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Keywords
Primary: 90C15; secondary: 90C17; 90C46; distributionally robust optimization; Wasserstein metric; data-driven decision making; ambiguity set; worst-case distribution;All these keywords.
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