Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality (Q6196762): Difference between revisions

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scientific article; zbMATH DE number 7819191
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Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality
scientific article; zbMATH DE number 7819191

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    Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality (English)
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    15 March 2024
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    distributionally robust optimization
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    Wasserstein metric
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    variation regularization
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    generalization bound
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    transportation-information inequality
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