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Wasserstein distributionally robust optimization and variation regularization - MaRDI portal

Wasserstein distributionally robust optimization and variation regularization

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Publication:6580518

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DOI10.1287/opre.2022.2383MaRDI QIDQ6580518

Rui Gao, Xiong Chen, Anton J. Kleywegt

Publication date: 29 July 2024

Published in: Operations Research (Search for Journal in Brave)

zbMATH Keywords

optimization Wasserstein metric distributionally robust optimization adversarial attack data-dependent regularization

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17)

Related Items (1)

Residuals-based distributionally robust optimization with covariate information

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