Search Results for author: Anton J. Kleywegt

Found 1 papers, 0 papers with code

Wasserstein Distributionally Robust Optimization and Variation Regularization

no code implementations17 Dec 2017 Rui Gao, Xi Chen, Anton J. Kleywegt

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect.

Stochastic Optimization

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