An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function (Q2823993)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function |
scientific article; zbMATH DE number 6634665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function |
scientific article; zbMATH DE number 6634665 |
Statements
6 October 2016
0 references
Hellinger-distance divergence function
0 references
likelihood ratio
0 references
minimax robust optimization
0 references
change-of-measure technique
0 references
An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function (English)
0 references
