Residuals-based distributionally robust optimization with covariate information (Q6608038)

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scientific article; zbMATH DE number 7915919
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    Residuals-based distributionally robust optimization with covariate information
    scientific article; zbMATH DE number 7915919

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      Residuals-based distributionally robust optimization with covariate information (English)
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      19 September 2024
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      data-driven stochastic programming
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      distributionally robust optimization
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      Wasserstein distance
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      phi-divergences
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      covariates
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      machine learning
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      convergence rate
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      large deviations
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