A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle
Published Online:26 Sep 2023https://doi.org/10.1287/opre.2021.0268
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Volume 73, Issue 2
March-April 2025
Pages iii-viii, 583-1150, C2-C3
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- Received:April 27, 2021
- Accepted:July 06, 2023
- Published Online:September 26, 2023
Copyright © 2023, INFORMS
Cite as
Jianzhe Zhen; , Daniel Kuhn; , Wolfram Wiesemann (2023) A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle. Operations Research 73(2):862-878.
https://doi.org/10.1287/opre.2021.0268
Keywords
The authors are grateful to Melvyn Sim and Anthony Man-Cho So for inspiring discussions that motivated this paper, and the authors acknowledge the constructive comments of the anonymous review team that helped us improve the exposition.
