Models and algorithms for distributionally robust least squares problems
نویسندگان
چکیده
منابع مشابه
Models and algorithms for distributionally robust least squares problems
We present different robust frameworks using probabilistic ambiguity descriptions of the input data in the least squares problems. The three probability ambiguity descriptions are given by: (1) confidence interval over the first two moments; (2) bounds on the probability measure with moments constraints; (3) confidence interval over the probability measure by using the Kantorovich probability d...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2013
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-013-0681-9