Kernel Distributionally Robust Optimization: Generalized Duality Theorem and Stochastic Approximation.
Jia-Jie ZhuWittawat JitkrittumMoritz DiehlBernhard SchölkopfPublished in: AISTATS (2021)
Keyphrases
- robust optimization
- stochastic approximation
- mathematical programming
- monte carlo
- stochastic programming
- feature space
- linear programming
- decision theory
- support vector
- decision making
- reinforcement learning
- kernel function
- lot sizing
- semidefinite programming
- kernel methods
- temporal difference learning
- learning algorithm
- kernel matrix
- convex optimization
- policy iteration