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Search: subject_exact:"Probability distribution"
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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
Distributionally robust linear and discrete optimization with marginals
Chen, Louis
;
Ma, Will
;
Natarajan, Karthik
;
Simchi-Levi, …
- In:
Operations research
70
(
2022
)
3
,
pp. 1822-1834
Persistent link: https://www.econbiz.de/10013366265
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6
Technical note: on matrix exponential differentiation with application to weighted sum distributions
Das, Milan Kumar
;
Tsai, Henghsiu
;
Kyriakou, Ioannis
; …
- In:
Operations research
70
(
2022
)
4
,
pp. 1984-1995
Persistent link: https://www.econbiz.de/10013366400
Saved in:
7
Pricing with samples
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Operations research
70
(
2022
)
2
,
pp. 1088-1104
Persistent link: https://www.econbiz.de/10013365842
Saved in:
8
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:
9
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:
10
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
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