Vishal Gupta. Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization. Management Science, 65(9):4242-4260, 2019. [doi]
@article{Gupta19-5,
title = {Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization},
author = {Vishal Gupta},
year = {2019},
doi = {10.1287/mnsc.2018.3140},
url = {https://doi.org/10.1287/mnsc.2018.3140},
researchr = {https://researchr.org/publication/Gupta19-5},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {65},
number = {9},
pages = {4242-4260},
}