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Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Gao, Rui
- In:
Operations research
71
(
2023
)
6
,
pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
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Distributionally robust stochastic optimization with Wasserstein distance
Gao, Rui
;
Kleywegt, Anton
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 603-655
Persistent link: https://www.econbiz.de/10014314839
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