## Distributionally Robust Optimization with Decision-Dependent Polyhedral Ambiguity

We consider a two-stage stochastic program with continuous recourse, where the distribution of the random parameters depends on the decisions. Assuming a finite sample space, we study a distributionally robust approach to this problem, where the decision-dependent distributional ambiguity is modeled with a polyhedral ambiguity set. We consider cases where the recourse function and the … Read more