Minimax optimal estimation of stability under distribution shift

DOI10.1287/OPRE.2022.0658MaRDI QIDQ6856952zbMATH OpenFDO

Authors Hongseok Namkoong, Yuanzhe Ma, Peter W. Glynn

Publication date 18 February 2026

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2022.0658

zbMATH Keywords

distribution shiftstability

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimality conditions and duality in mathematical programming (90C46) Minimax problems in mathematical programming (90C47)

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