no code implementations • 17 May 2024 • Andrzej Ruszczyński, Shangzhe Yang
We call such problems conditional stochastic optimization problems.
no code implementations • 8 Jun 2020 • Mert Gürbüzbalaban, Andrzej Ruszczyński, Landi Zhu
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution.