GenerativeAdversarialNetworksforMarkovianTemporalDynamics:StochasticContinuousDataGenerationSungWooPark1DongWookShu1JunseokKwon1AbstractprobabilitydistributionXt∼pt,whichhasthefollowingformulation...
DistributionallyRobustOptimizationwithMarkovianDataMengmengLi1TobiasSutter1DanielKuhn1Abstractrespondingtothetrainingsamplesandsolvestheresultingempiricalriskminimizationproblem(Shapiroetal.,2014)....