Pages that link to "Item:Q5129181"
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The following pages link to Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181):
Displaying 11 items.
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Data-Driven Robust Resource Allocation with Monotonic Cost Functions (Q5031001) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
- Data-driven remanufacturing planning with parameter uncertainty (Q6112739) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
