Piecewise sum-of-squares convexity and Wasserstein distributionally robust optimization: Exact semi-definite programming reformulations with data-driven decision-making under uncertainty
Fields of Study & Subjects
Risk and Portfolio Optimization
Optimization and Variational Analysis
Stochastic Gradient Optimization Techniques
Publication details
- Journal / source
- European Journal of Operational Research
- Publisher
- Elsevier BV
- Volume
- 335
- Issue
- 2
- Pages
- 490–509
- Publication date
- 17 June 2026
- Language
- EN