Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality

Rui Gao
Rui Gao
[email protected]
https://orcid.org/0000-0003-0145-8577
Department of Information, Risk and Operations Management, University of Texas at Austin, Austin, Texas 78712
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Department of Information, Risk and Operations Management, University of Texas at Austin, Austin, Texas 78712

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Published Online:20 Jul 2022https://doi.org/10.1287/opre.2022.2326

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opre.2022.2326.sm1.pdf

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Volume 71, Issue 6

November-December 2023

Pages iii-vii, 1925-2396, C2-C3

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Received:October 06, 2020
Accepted:May 07, 2022
Published Online:July 20, 2022

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Rui Gao (2022) Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality. Operations Research 71(6):2291-2306.

https://doi.org/10.1287/opre.2022.2326

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Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality

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