Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071): Difference between revisions

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Revision as of 10:43, 28 July 2024

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Quantitative stability analysis for minimax distributionally robust risk optimization
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    Quantitative stability analysis for minimax distributionally robust risk optimization (English)
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    22 March 2022
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    distortion risk measure
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    \( \zeta \)-ball
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    Wasserstein ball
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    quantitative stability analysis
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