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 ...
To overcome this issue, we propose a greedy improvement procedure that consists of solving, via the (extended) linear decision rule approximation, a sequence of tractable subproblems鈥攅ach of which considers a relaxed and finitely constrained ambiguity set that can be iteratively tightened...
Setting the empirical distribution as the center of the Wasserstein ball, we can define the decision dependent ambiguity set as: \begin{aligned} {\mathcal {P}}^{W}_C({\varvec{x}}):=\{P\in {\mathcal {P}}({\varXi },{\mathcal {F}})\;|\;{\mathcal {W}}(P,P_0)\le r(...
constraint. Finally, we present a numerical study to illustrate the effectiveness of the proposed decomposition-based algorithm and showcase the results for Wasserstein ambiguity set, total variation distance ambiguity set, and moment-based ambiguity set as special cases of the polyhedral ambiguity set....
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 ...
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 ...
“Should” suggests that there is one way forward, which is a sure way to set yourself up for creative blackout — a high pressure situation where you must find the single, bright and shining solution. There is no one right answer. ...
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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...
"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 ...