Bayesian Distributionally Robust Optimization

DOI10.1137/21m1465548zbMath1530.90068arXiv2112.08625OpenAlexW4382065081MaRDI QIDQ6114785

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Publication date: 12 July 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.08625

zbMATH Keywords

distributionally robust optimizationBayesian consistencydata-driven stochastic optimization

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Related Items (1)

Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data

Cites Work

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