Residuals-based distributionally robust optimization with covariate information

DOI10.1007/S10107-023-02014-7MaRDI QIDQ6608038FDOQ6608038

Authors: Rohit Kannan, Güzin Bayraksan, James Luedtke 

Publication date: 19 September 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

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zbMATH Keywords

machine learningcovariatesWasserstein distancelarge deviationsconvergence ratedistributionally robust optimizationphi-divergencesdata-driven stochastic programming

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Robustness in mathematical programming (90C17)

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Cited In (1)

• Bayesian Distributionally Robust Optimization

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