A study of data-driven distributionally robust optimization with incomplete joint data under finite support

•Addressing the missing data issue in data-driven stochastic programming problems.•Offering a new distributionally robust optimization (DRO) framework that extends the current studies on DRO by proposing ambiguity sets that are constructed based on incomplete data.•Obtaining theoretical guarantees (...

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Bibliographic Details
Published in:	European journal of operational research Vol. 305; no. 2; pp. 754 - 765
Main Authors:	Ren, Ke, Bidkhori, Hoda
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.03.2023
Subjects:	Data-driven decision-making Distributionally robust optimization Missing data Stochastic programming Uncertainty modeling Missing data Data-driven decision-making Uncertainty modeling Distributionally robust optimization Stochastic programming
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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