Fan Si

National University of Singapore (NUS) - NUS Business School

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Robust Optimization with Moment-Dispersion Ambiguity

Number of pages: 68 Posted: 02 Aug 2023 Last Revised: 30 Aug 2024

Li Chen, Chenyi Fu, Fan Si, Melvyn Sim and Peng Xiong

University of Sydney Business School, School of Management, Northwestern Polytechnical University, National University of Singapore (NUS) - NUS Business School, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - NUS Business School

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