The code for "Stochastic First-order Algorithms for Constrained Distributionally Robust Optimization" by Hyungki Im and Paul Grigas

Mathematical Opimization

Markov decision processes under model uncertainty

Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization

Code for experiments in paper "Robust Optimization for Fairness with Noisy Protected Groups".

Stochastic PDHG with Arbitrary Sampling and Imaging Applications

文献管理软件的使用与配置

Source code for article: ''Application of robust optimization in matrix-based LCI for decision making under uncertainty''