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"Exploiting partial correlations in distributionally robust optimization."

Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy (2021)

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DOI: 10.1007/S10107-019-01453-5

access: closed

type: Journal Article

metadata version: 2023-08-06

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Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy:
Exploiting partial correlations in distributionally robust optimization. Math. Program. 186(1): 209-255 (2021)

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