www-ai.cs.tu-dortmund.de/LEHRE/SEMINARE/WS2122/TrustworthyAIMachineLearning/yurochkin2020a.pdf
uncertainty set may be defined by moment or support constraints (Chen et al., 2007; Delage & Ye, 2010; Goh & Sim, 2010), f -divergences (Ben-Tal et al., 2012; Lam & Zhou,
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Published as a conference paper at ICLR [...] Under Moment Uncertainty with Application to Data-Driven Problems. Operations Research, 58:595–612, 2010. doi: 10.1287/ opre.1090.0741.
Dheeru Dua and Casey Graff. UCI machine learning repository, 2017. [...] Robust Optimization and Its Tractable Approximations. Operations Research, 58(4-part-1):902–917, August 2010. ISSN 0030-364X, 1526-5463. doi: 10.1287/opre.1090.0795.
Ian J. Goodfellow, Jonathon Shlens, and Christian …