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.
We propose a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities.