Distributionally Robust Prescriptive Analytics with Wasserstein Distance

10 June 2021

Papers citing "Distributionally Robust Prescriptive Analytics with Wasserstein Distance"

4 / 4 papers shown

Title
Robustifying Conditional Portfolio Decisions via Optimal Transport Viet Anh Nguyen Fan Zhang Shanshan Wang Jose H. Blanchet Erick Delage Yinyu Ye 44 21 0 30 Mar 2021
Residuals-based distributionally robust optimization with covariate information R. Kannan G. Bayraksan James R. Luedtke 52 43 0 02 Dec 2020
Distributionally Robust Local Non-parametric Conditional Estimation Viet Anh Nguyen Fan Zhang Jose H. Blanchet Erick Delage Yinyu Ye OOD 130 26 0 12 Oct 2020
Bootstrap Robust Prescriptive Analytics Dimitris Bertsimas Bart P. G. Van Parys 44 54 0 27 Nov 2017