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Title:
Worst-Case Law Invariant Risk Measures and Distributions: The Case of Nonlinear DRO
Speaker:
Jonathan Yu-Meng Li
Link:
http://www.birs.ca/events/2018/5-day-workshops/18w5102/videos/watch/201803051432-Li.html
Workshop:
Birs- 18w5102: Distributionally Robust Optimization