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