A Linearizing Method for Distributionally Robust Optimization Problem and Applications

JI Ying, LI Yijun, LU Pengyu, ZHOU Yong

Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (2) : 376-384.

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Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (2) : 376-384. DOI: 10.12387/C2013034

A Linearizing Method for Distributionally Robust Optimization Problem and Applications

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