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20232025
most citedDifferentiable Distributionally Robust Optimization Layers

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math.OC2023

Data-Driven Bayesian Nonparametric Wasserstein Distributionally Robust Optimization

Chao Ning, Xutao Ma

In this work, we develop a novel data-driven Bayesian nonparametric Wasserstein distributionally robust optimization (BNWDRO) framework for decision-making under uncertainty. The p…