Peyman Mohajerin Esfahani
Hat mitgewirkt an:
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Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
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From Infinite to Finite Programs : Explicit Error Bounds with Applications to Approximate Dynamic Programming
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Performance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs
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Maximum Entropy Estimation via Gauss-LP Quadratures