Optimal transport-based distributionally robust optimization : structural properties and iterative schemes
Jose Blanchet, Karthyek Murthy, Fan Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Blanchet, Jose ; Murthy, Karthyek ; Zhang, Fan |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 1500-1529
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| Subject: | adversarial | comparative statics | distributionally robust optimization | optimal transport | rate of convergence | stochastic gradient descent | strong convexity | Wasserstein distances | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365331