On Generalization and Regularization via Wasserstein Distributionally Robust Optimization

• Qinyu Wu

  Qinyu Wu

  [email protected]

  https://orcid.org/0000-0003-2268-5285

  Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China

  Search for more papers by this author

  ,
• Jonathan Yu-Meng Li

  Jonathan Yu-Meng Li

  [email protected]

  https://orcid.org/0000-0002-8508-0526

  Telfer School of Management, University of Ottawa, Ottawa, Ontario K1N 6N5, Canada

  Search for more papers by this author

  ,
• Tiantian Mao

  Corresponding Author

  Tiantian Mao

  [email protected]

  https://orcid.org/0000-0003-3428-004X

  Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China

  Search for more papers by this author