Simulation code for the PhD thesis: Exploiting structure in distributionally robust optimization

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Authors: Lotfi M. Chaouach
Cited by: 0

Abstract

This code is used to generate the simulation results for the thesis "Exploiting Structure in Distributionally Robust Optimization" (Chapters 2 and 3, plus data generation and functions in Chapter 4). The files consist of three main MATLAB scripts that explore different aspects of distributionally robust optimization (DRO). Each script addresses a distinct research question using mathematical optimization, probability theory, and control systems analysis (for the last one). More details can be found in the thesis.

Fields of Study & Subjects

Risk and Portfolio Optimization Advanced Control Systems Optimization Advanced Optimization Algorithms Research

Publication details

Journal / source
4TU.ResearchData
Publication date
27 January 2026
Language
EN