A Distributional Interpretation of Robust Optimization - Xu, Huan; Caramanis, Constantine; Mannor, Shie (Mathematics of operations research, 2012)
Keywords: Analysis; Artificial intelligence; consistency; Density estimation; distributionally robust stochastic programming; Equivalence relation; Estimators; kernel density estimator; Machine learning; Mathematical optimization; Mathematical theorems; Mathematical vectors; Mathematics; Optimal solutions; Robust control; Robust optimization; Robust statistics; Sampling distributions; Stochastic models; Studies; United States