内容提示: Ambiguity set and learning via Bregman and WassersteinXin Guo, Johnny Hong, Nan YangAbstractConstruction of ambiguity set in robust optimization relies on the choice of divergences between probabilitydistributions. In distribution learning, choosing appropriate probability distributions based on ...
A distributionally robust chance-constrained program (DRCCP) incorporates a family of potential distributions of the uncertainty, known as the ambiguity set, into the problem [35]. A DRCCP provides decision-makers with the flexibility to customize the size of the ambiguity set. This allows them ...
distributionally robust optimizationWasserstein distanceIn this paper, we derive a closed-form solution and an explicit characterization of the worst-case distribution for the data-driven distributionally robust newsvendor model with an ambiguity set based on the Wasserstein distance of order p∈[1,∞)....
For a given , the ambiguity set of the unknown probability distribution depends on the decision variables , and , where is the set of probability distributions defined on . The function is the deterministic part of the objective with no uncertain parameters. Keeping this function in () allows ...
consideration—setambiguity—which has important implications for the reli-ability and validity of the PSE. In a four-part study of 74undergraduates, motive scores derived from an ambiguouspicture set comprising cues that vary in motivational focusdisplayed greater test–retest reliability, convergent ...
Switch tonew thesaurus Noun1.unambiguity- clarity achieved by the avoidance of ambiguity unequivocalness clarity,clearness,limpidity,lucidity,lucidness,pellucidity- free from obscurity and easy to understand; the comprehensibility of clear expression ...
set of all possibles mixtures of distributions \mu\_a \mu\_a , a\in A a\in A .For instance and typically, the family M\_a M\_a is the set of all mixtures ofGaussian distributions on R R with mean and standard deviation a=(a,\sigma) a=(a,\sigma) in some compact set A\...
"Media are intrinsic to religion" (Meyer 2006, 12) in gen- eral, and each religious tradition has its own set of objects, practices and linguistic symbols or media; symbols that point to some further reality and connect on a deep- er level of existence. Yet, unlike the case of the ...
We consider a distributionally robust optimization problem where the ambiguity set of probability distributions is characterized by a tractable conic representable support set and by expectation constraints. We propose a new class of infinitely constrained ambiguity sets for which the number of expectation ...
问ClientForm.AmbiguityError:多个与名称匹配的控件EN/** * 多个控件固定间隔的等间隔排列,变化的是...