{"id":"W1968355947","doi":"10.1287/opre.1090.0741","title":"Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems","year":2010,"lang":"en","type":"article","venue":"Operations Research","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":1895,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Mathematical optimization; Computer science; Probabilistic logic; Ambiguity; Portfolio optimization; Stochastic programming; Portfolio; Robust optimization; Covariance; Moment (physics); Covariance matrix; Range (aeronautics); Probability distribution; Gaussian; Optimization problem; Mathematics; Algorithm; Finance; Artificial intelligence; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1984033885725615,"score_gpt":0.4534539503301592,"score_spread":0.2550505617575978,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}