Residuals-based distributionally robust optimization with covariate information (Q6608038)
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scientific article; zbMATH DE number 7915919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residuals-based distributionally robust optimization with covariate information |
scientific article; zbMATH DE number 7915919 |
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Residuals-based distributionally robust optimization with covariate information (English)
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19 September 2024
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data-driven stochastic programming
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distributionally robust optimization
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Wasserstein distance
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phi-divergences
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covariates
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machine learning
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convergence rate
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large deviations
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