Residuals-based distributionally robust optimization with covariate information
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Publication:6608038
DOI10.1007/s10107-023-02014-7MaRDI QIDQ6608038
Rohit Kannan, Güzin Bayraksan, James R. Luedtke
Publication date: 19 September 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
convergence ratelarge deviationscovariatesmachine learningWasserstein distancedistributionally robust optimizationphi-divergencesdata-driven stochastic programming
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