Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem

Jia-Jie Zhu, Wittawat Jitkrittum, Moritz Diehl, Bernhard Schölkopf. Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 3457-3463, IEEE, 2020. [doi]

Abstract

Abstract is missing.