Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

Mathematical programming, 2018-09, Vol.171 (1-2), p.115-166 [Peer Reviewed Journal]

The Author(s) 2017 ;Mathematical Programming is a copyright of Springer, (2017). All Rights Reserved. © 2017. This work is published under http://creativecommons.org/licenses/by/4.0 (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0025-5610 ;EISSN: 1436-4646 ;DOI: 10.1007/s10107-017-1172-1

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