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Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning

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References

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2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1,333 cited
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2011Distributionally robust joint chance constraints with second-order moment information629 cited
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2006The Optimizer’s Curse: Skepticism and Postdecision Surprise in Decision Analysis314 cited
2014Distributionally robust multi-item newsvendor problems with multimodal demand distributions166 cited

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2023Residuals-based distributionally robust optimization with covariate information51 cited
2021

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Distributionally Robust Conditional Quantile Prediction with Fixed Design

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2025A Robust Optimization Approach to Reliable Statistical Inference with Variables Generated by Machine Learning1 cited