DISTRIBUTIONALLY ROBUST TWO-STAGE STOCHASTIC PROGRAMMING

Keyphrases

• Distributionally Robust 100%
• Two-stage Stochastic Programming 100%
• Ambiguity Set 66%
• Random Variables 33%
• Hedging 33%
• Robust Solution 33%
• Popular 33%
• Stochastic Optimization Model 33%
• Sets of Probabilities 33%
• Distributionally Robust Optimization 33%
• Continuous Space 33%
• Underlying Distribution 33%
• Numerical Experiments 33%
• Support Set 33%
• Random Parameters 33%
• Supply Allocation 33%
• Allocation Problem 33%
• Cutting Plane Algorithm 33%
• Modeling Paradigms 33%
• Wasserstein Distance 33%
• Transport Distance 33%
• P-norm 33%
• Bounded Support 33%
• Unbounded Support 33%
• Linear Recourse 33%
• Distributional Ambiguity 33%

Mathematics

• Stochastics 100%
• Probability Distribution 33%
• Underlying Distribution 33%
• Modeling Paradigm 33%
• Numerical Experiment 33%
• Wasserstein Distance 33%
• Random Variable 33%

Economics, Econometrics and Finance

• Hedging 100%
• Robust Statistics 100%