Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Primal-dual hybrid gradient method for distributionally robust optimization problems |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Primal-dual hybrid gradient method for distributionally robust optimization problems |
scientific article |
Statements
Primal-dual hybrid gradient method for distributionally robust optimization problems (English)
0 references
22 February 2019
0 references
distributionally robust optimization
0 references
discretization method
0 references
primal-dual hybrid gradient
0 references
moment conditions
0 references
Wasserstein metric
0 references
0 references
0 references
0 references
0 references
