Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality

DOI10.1287/opre.2022.2326arXiv2009.04382OpenAlexW3084007891MaRDI QIDQ6196762

Rui Gao

Publication date: 15 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.04382

zbMATH Keywords

Wasserstein metricgeneralization boundtransportation-information inequalitydistributionally robust optimizationvariation regularization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

This page was built for publication: Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality