Optimized Dimensionality Reduction for Moment-Based Distributionally Robust Optimization

• Shiyi Jiang

  Shiyi Jiang

  [email protected]

  https://orcid.org/0000-0002-9766-3518

  Faculty of Business, The Hong Kong Polytechnic University, Kowloon, Hong Kong

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  ,
• Jianqiang Cheng

  Jianqiang Cheng

  [email protected]

  https://orcid.org/0000-0003-3358-9176

  College of Engineering, University of Arizona, Tucson, Arizona 85721

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  ,
• Kai Pan

  Corresponding Author

  Kai Pan

  [email protected]

  https://orcid.org/0000-0003-2127-5348

  Faculty of Business, The Hong Kong Polytechnic University, Kowloon, Hong Kong

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  ,
• Zuo-Jun Max Shen

  Corresponding Author

  Zuo-Jun Max Shen

  [email protected]

  https://orcid.org/0000-0003-4538-8312

  College of Engineering, University of California, Berkeley, California 94720; and Faculty of Engineering and Faculty of Business and Economics, The University of Hong Kong, Hong Kong

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