Distributionally robust optimization by probability criterion for estimating a bounded signal (Q6134057): Difference between revisions

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+Multistep specific stochastic inclusions and their multiestimates
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+Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
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+A multivariate Chebyshev bound of the Selberg form
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+Confidence regions in Wasserstein distributionally robust estimation
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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+QUADRATIC AND CONVEX MINIMAX CLASSIFICATION PROBLEMS
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+Robust estimation and filtering in uncertain linear systems under unknown covariations
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+Distributionally robust optimization. A review on theory and applications
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+Multivariate Chebyshev Inequalities
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+Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems
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+Minimax estimation by probabilistic criterion
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+Frameworks and results in distributionally robust optimization
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+Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria
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+Generalized Chebyshev Bounds via Semidefinite Programming
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+Distributionally robust joint chance constraints with second-order moment information
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