A Distributional Interpretation of Robust Optimization
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Publication:2884306
DOI10.1287/moor.1110.0531zbMath1243.90167arXiv0811.1790OpenAlexW2100072100WikidataQ92555304 ScholiaQ92555304MaRDI QIDQ2884306
Huan Xu, Constantine Caramanis, Shie Mannor
Publication date: 24 May 2012
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0811.1790
robust optimizationestimatorconsistency machinedistributionally robust stochastic programminglearning kernel density
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