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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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2
A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei
;
Zhou, Zhongbao
;
Xiao, Helu
;
Gao, Rui
; …
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10012663391
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3
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Bai, Yanfei
;
Zhou, Zhongbao
;
Xiao, Helu
;
Gao, Rui
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
3
,
pp. 341-381
Persistent link: https://www.econbiz.de/10012793533
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4
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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5
Optimal robust policy for feature-based newsvendor
Zhang, Luhao
;
Yang, Jincheng
;
Gao, Rui
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2315-2329
Persistent link: https://www.econbiz.de/10014519977
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6
Reliable off-policy evaluation for reinforcement learning
Wang, Jie
;
Gao, Rui
- In:
Operations research
72
(
2024
)
2
,
pp. 699-716
Persistent link: https://www.econbiz.de/10014520884
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7
Wasserstein distributionally robust optimization and variation regularization
Gao, Rui
;
Chen, Xi
;
Kleywegt, Anton J.
- In:
Operations research
72
(
2024
)
3
,
pp. 1177-1191
Persistent link: https://www.econbiz.de/10014557557
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8
How COVID19 pandemic affect film and drama industry in China : an evidence of nonlinear empirical analysis
Hu, Jiachong
;
Yue, Xiao-Guang
;
Teresiene, Deimante
; …
- In:
Economic research
35
(
2022
)
1,2
,
pp. 2254-2272
Persistent link: https://www.econbiz.de/10014382107
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9
Multistage implementation framework for smart supply chain management under industry 4.0
Shao, Xue-Feng
;
Liu, Wei
;
Li, Yi
;
Chaudhry, Hassan Rauf
; …
- In:
Technological forecasting & social change : an …
162
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012665579
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10
Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? : evidence from China
Wang, Kai-Hua
;
Xiong, De-Ping
;
Mirza, Nawazish
;
Shao, …
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252874
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