C
search
search
reviewers
reviewers
feeds
feeds
assignments
assignments
settings
logout
Distributionally Robust Optimization with Bias and Variance Reduction.
Ronak Mehta
Vincent Roulet
Krishna Pillutla
Zaïd Harchaoui
Published in:
CoRR (2023)
Keyphrases
</>
robust optimization
variance reduction
monte carlo
mathematical programming
stochastic programming
bias variance decomposition
sample size
importance sampling
semidefinite programming
confidence intervals
lot sizing
decision theory
parameter estimation
random variables