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pro vyhledávání: '"90C15 Stochastic programming, 90C47 Minimax problems"'
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the distribut
Externí odkaz:
http://arxiv.org/abs/1903.01769
