Pages that link to "Item:Q5219730"

The following pages link to Quantifying Distributional Model Risk via Optimal Transport (Q5219730):

Displaying 50 items.

• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Robust arbitrage conditions for financial markets (Q1981932) (← links)
• Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
• Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• On linear optimization over Wasserstein balls (Q2089797) (← links)
• Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
• Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
• Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
• Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
• Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Dynamic optimization with side information (Q2171607) (← links)
• On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
• Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
• Distributionally robust profit opportunities (Q2661601) (← links)
• Chance-constrained set covering with Wasserstein ambiguity (Q2687060) (← links)
• Adversarial classification via distributional robustness with Wasserstein ambiguity (Q2693647) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• (Q4998952) (← links)
• Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
• Formulation and properties of a divergence used to compare probability measures without absolute continuity (Q5024347) (← links)
• Robustness in the Optimization of Risk Measures (Q5031002) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
• Model Uncertainty and Correctability for Directed Graphical Models (Q5052911) (← links)
• ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (Q5060524) (← links)
• Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
• Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
• A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem (Q5097796) (← links)
• Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
• Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
• Extended Laplace principle for empirical measures of a Markov chain (Q5203894) (← links)
• Regularization via Mass Transportation (Q5214188) (← links)
• Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
• Robust Actuarial Risk Analysis (Q5742897) (← links)
• Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
• Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
• Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
• Regularization for Wasserstein distributionally robust optimization (Q6138461) (← links)
• Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)