Distributionally Robust Optimization with Confidence Bands for Probability Density Functions

Xi Chen, Qihang Lin, Guanglin Xu. Distributionally Robust Optimization with Confidence Bands for Probability Density Functions. INFORMS J. Optim., 4(1):65-89, January 2022. [doi]

Authors

Xi Chen

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Qihang Lin

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Guanglin Xu

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