Data-driven Stochastic Programming with Distributionally Robust Constraints Under Wasserstein Distance: Asymptotic Properties

Yu Mei, Zhi-Ping Chen, Bing-Bing Ji, Zhu-Jia Xu, Jia Liu

Journal of the Operations Research Society of China . 2021, (3): 525 -542 . DOI: 10.1007/s40305-020-00313-w