Pages that link to "Item:Q4958550"
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The following pages link to Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550):
Displaying 14 items.
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- Confidence regions of stochastic variational inequalities: error bound approach (Q5090301) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
- Variance-based regularization with convex objectives (Q5381122) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Bayesian Distributionally Robust Optimization (Q6114785) (← links)
- Improving fairness generalization through a sample-robust optimization method (Q6132606) (← links)
- Diametrical risk minimization: theory and computations (Q6134352) (← links)
- Residuals-based distributionally robust optimization with covariate information (Q6608038) (← links)
- Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics (Q6621527) (← links)
