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Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization

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References

2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited
2015Distributionally Robust Logistic Regression162 cited
2017The empirical likelihood approach to quantifying uncertainty in sample average approximation52 cited
2019Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees42 cited

Cited by

2022Frameworks and Results in Distributionally Robust Optimization664 cited
2019Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning417 cited

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