Maximum Mean Discrepancy Distributionally Robust Nonlinear Chance-Constrained Optimization with Finite-Sample Guarantee
Author:
Affiliation:
1. Max Planck Institute for Intelligent Systems,Empirical Inference Department,Tübingen,Germany
2. Weierstrass Institute for Applied Analysis and Stochastics,Berlin,Germany
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9992315/9992317/09993212.pdf?arnumber=9993212
Reference43 articles.
1. On the Bootstrap of $U$ and $V$ Statistics
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5. Data-Driven Chance Constrained Programs over Wasserstein Balls
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