Distributionally robust simple integer recourse with mean-MAD ambiguity set
We consider a two-stage distributionally robust simple integer recourse (DR-SIR) model with a mean-MAD ambiguity set. By leveraging infinite-dimensional linear programming duality and complementary slackness, we identify the worst-case distribution for every first-stage decision. These distributions...
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| Published in: | Annals of operations research |
|---|---|
| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
13.10.2025
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| ISSN: | 0254-5330, 1572-9338 |
| Online Access: | Get full text |
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