2 papers
math.OC2020
Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs
Francesca Boso, Dimitris Boskos, Jorge Cortés +2
Ambiguity sets of probability distributions are used to hedge against uncertainty about the true probabilities of random quantities of interest (QoIs). When available, these ambigu…
math.OC2019
Data-driven ambiguity sets with probabilistic guarantees for dynamic processes
Dimitris Boskos, Jorge Cortés, Sonia Martínez
Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a k…