Stochastic Optimization with Decision-Dependent Distributions

DOI10.1287/moor.2022.1287arXiv2011.11173OpenAlexW3109064640MaRDI QIDQ6199279

Lin Xiao, Dmitriy Drusvyatskiy

Publication date: 23 February 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.11173

zbMATH Keywords

stochastic optimizationWasserstein distanceproximal point methodstochastic gradientdistributional shiftperformative prediction

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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