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Showing 1 to 1 of 1 for “"Misspecified Stochastic Optimization"”.
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On the resolution of misspecification in stochastic optimization, variational inequality, and game-theoretic problems
… much of the research in the field of optimization algorithms has assumed that problem parameters are correctly specified. Recent efforts under the robust optimization framework have relaxed this assumption by allowing unknown parameters to vary in a prescribed uncertainty set and by …