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Forward Tangent-Centered Sinkhorn DRO: Exact Nominal Recovery from Optimal Transport to KL

Guo, Junjie
arXiv (All) · Papers
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optimization-and-control
Fixed-reference entropy-regularized transport yields smooth distributionally robust optimization (DRO) objectives, but its value as a function of the adversarial marginal is generally minimized at a kernel-smoothed law rather than at the nominal distribution. Consequently, the smallest raw ambiguity
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