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ECONIS (ZBW)
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1
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
Saved in:
2
On finite adaptability in two-stage distributionally robust optimization
Han, Eojin
;
Bandi, Chaithanya
;
Nohadani, Omid
- In:
Operations research
71
(
2023
)
6
,
pp. 2307-2327
Persistent link: https://www.econbiz.de/10014445042
Saved in:
3
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
Saved in:
4
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
Saved in:
5
Optimal learning under robustness and time-consistency
Epstein, Larry G.
;
Ji, Shaolin
- In:
Operations research
70
(
2022
)
3
,
pp. 1317-1329
Persistent link: https://www.econbiz.de/10013366075
Saved in:
6
Calibration of distributionally roubust empirical optimization models
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research
69
(
2021
)
5
,
pp. 1630-1650
Persistent link: https://www.econbiz.de/10012661084
Saved in:
7
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose
;
Kang, Yang
- In:
Operations research
69
(
2021
)
3
,
pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
Saved in:
8
On the heavy-tail behavior of the distributionally robust newsvendor
Das, Bikramjit
;
Dhara, Anulekha
;
Natarajan, Karthik
- In:
Operations research
69
(
2021
)
4
,
pp. 1077-1099
Persistent link: https://www.econbiz.de/10012625130
Saved in:
9
Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander
;
Xin, Linwei
- In:
Operations research
68
(
2020
)
5
,
pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
Saved in:
10
Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
Lam, Henry
- In:
Operations research
67
(
2019
)
4
,
pp. 1090-1105
Persistent link: https://www.econbiz.de/10012062921
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