most citedAdaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation

2 citations · 2 across the 2 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2021

Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization

Shengyi He, Henry Lam

Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the und…