Saudi scientists created a new deep learning technique based on distributionally robust optimization (DRO) to identify the most suitable locations for utility scale wind and solar power projects. They ...
Goh, Joel, and Melvyn Sim. "Distributionally Robust Optimization and Its Tractable Approximations." Operations Research 58, no. 4 (pt.1) (July–August 2010): 902–917.
We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls around the postulated ...
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