DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS

Ph.D

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Main Author:	CHEN ZHI
Other Authors:	ANALYTICS & OPERATIONS
Format:	Theses and Dissertations
Language:	English
Published:	2017
Subjects:	Distributionally robust optimization, ambiguity set, data-driven optimization, decision making under uncertainty, Wasserstein distance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/136363
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-136363
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spelling	sg-nus-scholar.10635-1363632019-04-11T13:20:14Z DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS CHEN ZHI ANALYTICS & OPERATIONS SIM SOON SUAN, MELVYN XU HUAN Distributionally robust optimization, ambiguity set, data-driven optimization, decision making under uncertainty, Wasserstein distance Ph.D DOCTOR OF PHILOSOPHY 2017-08-17T18:00:15Z 2017-08-17T18:00:15Z 2017-05-09 Thesis CHEN ZHI (2017-05-09). DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/136363 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Distributionally robust optimization, ambiguity set, data-driven optimization, decision making under uncertainty, Wasserstein distance
spellingShingle	Distributionally robust optimization, ambiguity set, data-driven optimization, decision making under uncertainty, Wasserstein distance CHEN ZHI DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
description	Ph.D
author2	ANALYTICS & OPERATIONS
author_facet	ANALYTICS & OPERATIONS CHEN ZHI
format	Theses and Dissertations
author	CHEN ZHI
author_sort	CHEN ZHI
title	DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
title_short	DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
title_full	DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
title_fullStr	DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
title_full_unstemmed	DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS
title_sort	distributionally robust optimization with infinitely constrained ambiguity sets
publishDate	2017
url	http://scholarbank.nus.edu.sg/handle/10635/136363
_version_	1681097768771256320

DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH INFINITELY CONSTRAINED AMBIGUITY SETS

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