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DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC

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Date of Publication:2022-10-02

Journal:Pacific Journal of Optimization

Volume:15

Issue:1

Page Number:69-90

ISSN:1348-9151

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Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Academic Titles:数学科学学院副院长

Gender:Male

Alma Mater:大连理工大学

Degree:Doctoral Degree

School/Department:数学科学学院

Discipline:Operation Research and Control Theory

Business Address:数学楼619

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