collaborators

1 paper

math.OC2024

Asymptotically Optimal Distributionally Robust Solutions through Forecasting and Operations Decentralization

Yue Lin, Daniel Zhuoyu Long, Viet Anh Nguyen +1

Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-…