Author

Guixian Chen

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Preprint Aug 2026

Oracle-Based Distributionally Robust Optimization under Optimal Transport Ambiguity Sets

This paper reduces the inner worst-case expectation problem exactly to a scalar budget allocation task, and embeds this procedure within an oracle-based distributional best-response framework to directly compute an approximate primal-dual solution to the overall DRO problem.

Guixian Chen, S. Fattahi, Soroosh Shafiee · 1 citation