We propose a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the impact of uncertainties around the distribution on the impact of constraining the objective through tail probabilities.
<clarity> We propose a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the impact of uncertainties around the distribution on the impact of constraining the objective through tail probabilities.
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the impact of uncertainties around the distribution on the impact of constraining the objective through tail probabilities.