Linear DRO Methods

Typical Linear DRO Methods

• Linear DRO Base Class
• Chi-square DRO
• CVaR DRO
• KL-DRO
• TV DRO
• MMD DRO
• Wasserstein DRO

Advanced Linear DRO Methods

• Conditional CVaR DRO
• Holistic Robust DRO
• Marginal DRO
• MOT DRO
• Outlier-Robust WDRO
• Sinkhorn DRO
• Bayesian DRO