Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem
2020
Conference Paper
ei
Author(s): | Zhu, Jia-Jie and Jitkrittum, Wittawat and Diehl, Moritz and Schölkopf, Bernhard |
Book Title: | 59th IEEE Conference on Decision and Control (CDC) |
Pages: | 3457--3463 |
Year: | 2020 |
Month: | December |
Publisher: | IEEE |
Department(s): | Empirical Inference |
Research Project(s): |
Stochastic and Robust Optimization
|
Bibtex Type: | Conference Paper (inproceedings) |
Paper Type: | Conference |
DOI: | 10.1109/CDC42340.2020.9303938 |
State: | Published |
Links: |
arXiv
|
BibTex @inproceedings{zhu20worst, title = {Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem}, author = {Zhu, Jia-Jie and Jitkrittum, Wittawat and Diehl, Moritz and Sch{\"o}lkopf, Bernhard}, booktitle = {59th IEEE Conference on Decision and Control (CDC)}, pages = {3457--3463}, publisher = {IEEE}, month = dec, year = {2020}, doi = {10.1109/CDC42340.2020.9303938}, month_numeric = {12} } |