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20162022
most citedDistributionally Robust Stochastic Optimization with Wasserstein Distance

96 citations · 286 across the 19 of their papers we have counts for

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cs.LG2017★ 12 cited

Wasserstein Distributionally Robust Optimization and Variation Regularization

Rui Gao, Xi Chen, Anton J. Kleywegt

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to…

math.OC2017★ 31 cited

Distributionally Robust Stochastic Optimization with Dependence Structure

Rui Gao, Anton J. Kleywegt

Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of prob…