Operations Research
Wasserstein 分布鲁棒优化
Wasserstein Distributionally Robust OptimizationA robust optimization framework that minimizes the worst-case expected loss over a set of probability distributions within a specified Wasserstein distance from an empirical distribution. / 一种鲁棒优化框架，旨在最小化在指定 Wasserstein 距离内从经验分布出发的概率分布集合中的最坏情况期望损失。
- Knowledge type
- 数学理论
- First proposed or discovered
- Proposer
- Turkey Farm member
- Creator
- 农场主
- Last updated
- 2026-11-09 21:05:19
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Main parameters and performance indicators
Wasserstein distance: Metric for measuring the difference between probability distributionsDual-side uncertainties: Uncertainties from both the system and the environmentMulti-timescale scheduling: Optimization across different time horizons
Open problems
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Related literature
ranked by community starsPhysics-informed co-driven multi-timescale scheduling for LNG terminals under dual-side uncertainties: A Wasserstein DRO framework with asset health managementOpen source
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1 recordsRecord title: Wasserstein Distributionally Robust Optimization.
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