Search Results for author: Xialiang Dou

Found 2 papers, 0 papers with code

Distributionally Robust Optimization with Correlated Data from Vector Autoregressive Processes

no code implementations8 Sep 2019 Xialiang Dou, Mihai Anitescu

We present a distributionally robust formulation of a stochastic optimization problem for non-i. i. d vector autoregressive data.

Stochastic Optimization

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