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Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes - MaRDI portal

Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150)

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scientific article; zbMATH DE number 7548076
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English
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
scientific article; zbMATH DE number 7548076

    Statements

    title
    Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (English)
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    author
    Karthyek R. A. Murthy
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    Jose H. Blanchet
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    Fan Zhang
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    publication date
    27 June 2022
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    zbMATH Keywords
    distributionally robust optimization
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    stochastic gradient descent
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    optimal transport
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    Wasserstein distances
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    adversarial
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    strong convexity
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    comparative statics
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    rate of convergence
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    cites work
    Q2925334
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    Identifiers

    Mathematics Subject Classification ID
    90C17
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    90C15
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    65K05
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    90C47
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    zbMATH DE Number
    7548076
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    OpenAlex ID
    W3213876467
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    arXiv ID
    1810.02403
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