"A modified exchange algorithm for distributional robust optimization and ..."

Hailin Sun et al. (2022)

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DOI: 10.1111/ITOR.12913

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type: Journal Article

metadata version: 2024-10-06

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Hailin Sun, Dali Zhang, Soon-Yi Wu, Liang Cheng:
A modified exchange algorithm for distributional robust optimization and applications in risk management. Int. Trans. Oper. Res. 29(1): 130-157 (2022)

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