Distributionally robust optimization by probability criterion for estimating a bounded signal
DOI10.1007/978-3-031-35305-5_12zbMath1528.94018OpenAlexW4381956247MaRDI QIDQ6134057
Alexandr Arkhipov, K. V. Semenikhin
Publication date: 21 August 2023
Published in: Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-35305-5_12
minimax estimationerror probabilitydistributionally robust optimization\texttt{cvx}bounded signalmultivariate Selberg bound
Minimax procedures in statistical decision theory (62C20) Minimax problems in mathematical programming (90C47) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Robustness in mathematical programming (90C17)
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