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]

@inproceedings{ZhuJDS20,
  title = {Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem},
  author = {Jia-Jie Zhu and Wittawat Jitkrittum and Moritz Diehl and Bernhard Schölkopf},
  year = {2020},
  doi = {10.1109/CDC42340.2020.9303938},
  url = {https://doi.org/10.1109/CDC42340.2020.9303938},
  researchr = {https://researchr.org/publication/ZhuJDS20},
  cites = {0},
  citedby = {0},
  pages = {3457-3463},
  booktitle = {59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020},
  publisher = {IEEE},
  isbn = {978-1-7281-7447-1},
}