Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
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Publication:5129181
DOI10.1287/opre.2018.1786zbMath1455.90122arXiv1605.09349WikidataQ89699888 ScholiaQ89699888MaRDI QIDQ5129181
Publication date: 26 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.09349
central limit theorem; empirical process; empirical likelihood; distributionally robust optimization; \(\chi^2\)-process
90C17: Robustness in mathematical programming
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