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Regularization for Wasserstein distributionally robust optimization - MaRDI portal

Regularization for Wasserstein distributionally robust optimization (Q6138461)

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scientific article; zbMATH DE number 7734405
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Regularization for Wasserstein distributionally robust optimization
scientific article; zbMATH DE number 7734405

    Statements

    title
    Regularization for Wasserstein distributionally robust optimization (English)
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    author
    Q6138460
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    Franck Iutzeler
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    Jérôme Malick
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    publication date
    5 September 2023
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    zbMATH Keywords
    distributionally robust optimization
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    optimal transport
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    duality
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    entropic regularization
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    cites work
    Q4999108
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    Q3415147
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    Q3219291
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    Q3621899
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    Variational Analysis
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    Q4340161
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    Q4340096
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    Q4805362
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    Optimal Transport
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    Q3149262
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    Identifiers

    arXiv ID
    2205.08826
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    DOI
    10.1051/cocv/2023019
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    Mathematics Subject Classification ID
    90C17
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    90C25
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    49N15
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    49Q22
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    zbMATH DE Number
    7734405
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