Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
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Publication:4958550
DOI10.1287/MOOR.2020.1085zbMath1473.62292arXiv1610.03425OpenAlexW3121149831MaRDI QIDQ4958550
John C. Duchi, Hongseok Namkoong, Peter W. Glynn
Publication date: 14 September 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.03425
Nonparametric robustness (62G35) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic approximation (62L20)
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Uses Software
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