Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760)
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English | Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models |
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Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (English)
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25 June 2019
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robustness and sensitivity analysis
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distributionally robust optimization
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Wasserstein metric
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semi-infinite programming
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logistic regression
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