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Statistical Analysis of Wasserstein Distributionally Robust Estimators

  • Published:2021-10 Issue: Volume: Page:227-254
  • ISSN:
  • Container-title:Tutorials in Operations Research: Emerging Optimization Methods and Modeling Techniques with Applications
  • language:
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Author:

Blanchet Jose1,Murthy Karthyek2,Nguyen Viet Anh13

Affiliation:

1. Department of Management Science and Engineering, Stanford University, Stanford, California 94305;

2. Department of Engineering Systems and Design, Singapore University of Technology and Design, Singapore 487372, Singapore;

3. VinAI Research, Hanoi 100000, Vietnam

Publisher

INFORMS

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Short and General Duality Proof for Wasserstein Distributionally Robust Optimization;Operations Research;2024-07-15

2. On adversarial robustness and the use of Wasserstein ascent-descent dynamics to enforce it;Information and Inference: A Journal of the IMA;2024-07-01

3. High-Confidence Data-Driven Ambiguity Sets for Time-Varying Linear Systems;IEEE Transactions on Automatic Control;2024-02

4. Wasserstein Distributionally Robust Regret Minimization;IEEE Control Systems Letters;2024

5. Data-Driven Robust Production Planning;International Series in Operations Research & Management Science;2024
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