Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity (Q4633747)
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scientific article; zbMATH DE number 7050975
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| English | Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity |
scientific article; zbMATH DE number 7050975 |
Statements
Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity (English)
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3 May 2019
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large deviations
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ambiguity
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robust optimization
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ellipsoids
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Legendre-Fenchel transform
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min-max theorem
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0.7477465867996216
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0.7084695100784302
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0.6991574764251709
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0.691924512386322
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0.6913694143295288
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