Does anyone have any simple example of distributionally robust optimization (DRO) in GAMS software? After searching the web, it seems that no one has implemented a distributionally robust optimization model in any subject in GAMS before!!!
Does anyone have any simple example of distributionally robust optimization (DRO) in GAMS software? After searching the web, it seems that no one has implemented a distributionally robust optimization model in any subject in GAMS before!!!