Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality (Q6196762)
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scientific article; zbMATH DE number 7819191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality |
scientific article; zbMATH DE number 7819191 |
Statements
Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality (English)
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15 March 2024
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distributionally robust optimization
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Wasserstein metric
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variation regularization
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generalization bound
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transportation-information inequality
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