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20182026
most citedA Bilevel Approach to Optimal Price-Setting of Time-and-Level-of-Use Tariffs

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math.OC2026

First-Order Methods for Wasserstein Distributionally Robust Constrained Optimization

Hubert Villuendas, Mathieu Besançon, Jérôme Malick

We consider constrained problems in which input data are affected by errors. In such settings, Wasserstein distributionally robust optimization provides a principled framework to m…