Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150)
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scientific article; zbMATH DE number 7548076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes |
scientific article; zbMATH DE number 7548076 |
Statements
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (English)
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27 June 2022
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distributionally robust optimization
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stochastic gradient descent
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optimal transport
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Wasserstein distances
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adversarial
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strong convexity
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comparative statics
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rate of convergence
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