Convergence analysis for distributionally robust optimization and equilibrium problems
Hailin Sun (Department of Mathematics, Harbin Institute of Technology, Harbin, China; and School of Economics and Management, Nanjing University of Science and Technology, Nanjing, China), Huifu Xu (School of Mathematics, University of Southampton, Southampton, United Kingdom)
| Year of publication: |
May 2016
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|---|---|
| Authors: | Sun, Hailin ; Xu, Huifu |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 2, p. 377-401
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| Subject: | distributionally robust minimization | total variation metric | pseudometric | convergence analysis | Hoffman’s lemma | robust Nash equilibrium | Theorie | Theory | Robustes Verfahren | Robust statistics | Nash-Gleichgewicht | Nash equilibrium | Mathematische Optimierung | Mathematical programming |