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Author

V. Jeyakumar

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Open access Jul 2026

Characterization and recovery of optimal distributions in Wasserstein expectation problems with non-convex quadratic functions via single SDP

It is demonstrated through a numerical study on a distributionally robust mean-risk portfolio optimization problem using simulated data that the worst-case distributions can be computed efficiently and utilized to obtain probabilistic interpretation of worst-case solutions.

N. Dizon, V. Jeyakumar · 0 citations

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