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Fan Si
National University of Singapore (NUS) - NUS Business School
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Scholarly Papers (1)
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1.
Robust Optimization with Moment-Dispersion Ambiguity
Number of pages: 69
Posted: 02 Aug 2023
Last Revised: 08 Nov 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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Abstract:
robust optimization, ambiguity set, exponential conic optimization History : May 29, 2024
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