Distributionally Robust Mechanism Design

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Distributionally Robust Stochastic Programming

Abstract. In this paper we study distributionally robust stochastic programming in a setting 7 where there is a specified reference probability measure and the uncertainty set of probability mea8 sures consists of measures in some sense close to the reference measure. We discuss law invariance of 9 the associated worst case functional and consider two basic constructions of such uncertainty set...

متن کامل

Distributionally Robust Logistic Regression

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ball is chosen judiciously, we can guarantee that it contains the unknown datagenerating distribution with high confidence. We then formulat...

متن کامل

Distributionally Robust Submodular Maximization

Submodular functions have applications throughout machine learning, but in many settings, we do not have direct access to the underlying function f . We focus on stochastic functions that are given as an expectation of functions over a distribution P . In practice, we often have only a limited set of samples fi from P . The standard approach indirectly optimizes f by maximizing the sum of fi. H...

متن کامل

Distributionally Robust Convex Optimization

Distributionally robust optimization is a paradigm for decision-making under uncertaintywhere the uncertain problem data is governed by a probability distribution that is itself subjectto uncertainty. The distribution is then assumed to belong to an ambiguity set comprising alldistributions that are compatible with the decision maker’s prior information. In this paper,we propose...

متن کامل

Distributionally Robust Stochastic Programming

Abstract. In this paper we study distributionally robust stochastic programming in a setting 7 where there is a specified reference probability measure and the uncertainty set of probability mea8 sures consists of measures in some sense close to the reference measure. We discuss law invariance of 9 the associated worst case functional and consider two basic constructions of such uncertainty set...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Management Science

سال: 2020

ISSN: 0025-1909,1526-5501

DOI: 10.1287/mnsc.2018.3219