Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Year of publication: |
2023
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Authors: | Gao, Rui |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 6, p. 2291-2306
|
Subject: | distributionally robust optimization | generalization bound | Optimization | transportation-information inequality | variation regularization | Wasserstein metric | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution |
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