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"On linear optimization over Wasserstein balls."

Man-Chung Yue, Daniel Kuhn, Wolfram Wiesemann (2022)

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DOI: 10.1007/S10107-021-01673-8

access: closed

type: Journal Article

metadata version: 2023-12-03

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Man-Chung Yue, Daniel Kuhn, Wolfram Wiesemann:
On linear optimization over Wasserstein balls. Math. Program. 195(1): 1107-1122 (2022)

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