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Problem set for the class on Distributionally Robust Optimization

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DRO

Problem set for the class on Distributionally Robust Optimization

Reading list

http://www.optimization-online.org/DB_FILE/2010/08/2707.pdf
http://www.optimization-online.org/DB_FILE/2009/08/2379.pdf
http://www.optimization-online.org/DB_FILE/2013/02/3757.pdf
http://www.optimization-online.org/DB_FILE/2015/11/5199.pdf
https://link.springer.com/content/pdf/10.1007%2Fs10107-017-1172-1.pdf
http://papers.nips.cc/paper/5745-distributionally-robust-logistic-regression.pdf
https://arxiv.org/pdf/1710.10016.pdf

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