{"id":"https://openalex.org/W4411088173","doi":"https://doi.org/10.1287/moor.2023.0191","title":"Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization","display_name":"Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization","publication_year":2025,"publication_date":"2025-06-06","ids":{"openalex":"https://openalex.org/W4411088173","doi":"https://doi.org/10.1287/moor.2023.0191"},"language":"en","primary_location":{"id":"doi:10.1287/moor.2023.0191","is_oa":false,"landing_page_url":"https://doi.org/10.1287/moor.2023.0191","pdf_url":null,"source":{"id":"https://openalex.org/S55826652","display_name":"Mathematics of Operations Research","issn_l":"0364-765X","issn":["0364-765X","1526-5471"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090938413","display_name":"Shengyi He","orcid":"https://orcid.org/0000-0001-8521-8639"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Shengyi He","raw_affiliation_strings":["Department of Industrial Engineering & Operations Research, Columbia University, New York, New York 10027"],"raw_orcid":"https://orcid.org/0000-0001-8521-8639","affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering & Operations Research, Columbia University, New York, New York 10027","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071064725","display_name":"Henry Lam","orcid":"https://orcid.org/0000-0002-3193-563X"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Henry Lam","raw_affiliation_strings":["Department of Industrial Engineering & Operations Research, Columbia University, New York, New York 10027"],"raw_orcid":"https://orcid.org/0000-0002-3193-563X","affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering & Operations Research, Columbia University, New York, New York 10027","institution_ids":["https://openalex.org/I78577930"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I78577930"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.13133243,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"51","issue":"2","first_page":"1538","last_page":"1584"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6489284038543701},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6133837699890137},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.5805060267448425},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5767887830734253},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4097168445587158},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3543165624141693},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22611409425735474},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08396479487419128}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6489284038543701},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6133837699890137},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.5805060267448425},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5767887830734253},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4097168445587158},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3543165624141693},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22611409425735474},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08396479487419128}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1287/moor.2023.0191","is_oa":false,"landing_page_url":"https://doi.org/10.1287/moor.2023.0191","pdf_url":null,"source":{"id":"https://openalex.org/S55826652","display_name":"Mathematics of Operations Research","issn_l":"0364-765X","issn":["0364-765X","1526-5471"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Operations Research","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":88,"referenced_works":["https://openalex.org/W174509281","https://openalex.org/W208066780","https://openalex.org/W603636824","https://openalex.org/W1484551447","https://openalex.org/W1507985183","https://openalex.org/W1693992350","https://openalex.org/W1883308828","https://openalex.org/W1945509387","https://openalex.org/W1966455501","https://openalex.org/W1968355947","https://openalex.org/W1981301836","https://openalex.org/W1983543065","https://openalex.org/W1992147656","https://openalex.org/W2008611002","https://openalex.org/W2018241414","https://openalex.org/W2021472931","https://openalex.org/W2031719988","https://openalex.org/W2031856410","https://openalex.org/W2033487550","https://openalex.org/W2034517628","https://openalex.org/W2034705076","https://openalex.org/W2040376412","https://openalex.org/W2042419979","https://openalex.org/W2042560522","https://openalex.org/W2059571152","https://openalex.org/W2063869058","https://openalex.org/W2065690909","https://openalex.org/W2073531488","https://openalex.org/W2073762374","https://openalex.org/W2077514434","https://openalex.org/W2086274563","https://openalex.org/W2100169259","https://openalex.org/W2106730112","https://openalex.org/W2113151258","https://openalex.org/W2116855184","https://openalex.org/W2119303899","https://openalex.org/W2122109562","https://openalex.org/W2124181495","https://openalex.org/W2125417745","https://openalex.org/W2126728600","https://openalex.org/W2131116400","https://openalex.org/W2137105579","https://openalex.org/W2153473676","https://openalex.org/W2168565265","https://openalex.org/W2265892941","https://openalex.org/W2294586855","https://openalex.org/W2294947825","https://openalex.org/W2336156739","https://openalex.org/W2345894225","https://openalex.org/W2482605755","https://openalex.org/W2537619949","https://openalex.org/W2608031041","https://openalex.org/W2758236094","https://openalex.org/W2921673526","https://openalex.org/W2962689365","https://openalex.org/W2963450292","https://openalex.org/W2963703812","https://openalex.org/W2963959558","https://openalex.org/W2964339065","https://openalex.org/W2969738732","https://openalex.org/W3042316919","https://openalex.org/W3046022822","https://openalex.org/W3095328311","https://openalex.org/W3098411788","https://openalex.org/W3100727051","https://openalex.org/W3103360925","https://openalex.org/W3105108847","https://openalex.org/W3121149831","https://openalex.org/W3123065937","https://openalex.org/W3124245818","https://openalex.org/W3125145310","https://openalex.org/W3125373499","https://openalex.org/W3128375896","https://openalex.org/W3153436952","https://openalex.org/W3163277370","https://openalex.org/W3187337999","https://openalex.org/W3188960136","https://openalex.org/W4210688903","https://openalex.org/W4225131026","https://openalex.org/W4230173782","https://openalex.org/W4234675279","https://openalex.org/W4236508924","https://openalex.org/W4249552709","https://openalex.org/W4251616545","https://openalex.org/W4253542043","https://openalex.org/W4288066793","https://openalex.org/W4298872162","https://openalex.org/W4308018161"],"related_works":["https://openalex.org/W3005017983","https://openalex.org/W2205708137","https://openalex.org/W3182145356","https://openalex.org/W3212504317","https://openalex.org/W1988872022","https://openalex.org/W2224558845","https://openalex.org/W3028487898","https://openalex.org/W2302257968","https://openalex.org/W4295680010","https://openalex.org/W3035069654"],"abstract_inverted_index":{"Distributionally":[0],"robust":[1],"optimization":[2,10],"(DRO)":[3],"is":[4,26,122,167],"a":[5,39,57,67,79,142,161,174],"worst-case":[6,36],"framework":[7],"for":[8,69,74],"stochastic":[9],"under":[11],"uncertainty":[12,41,53],"that":[13,43,130],"has":[14,62],"drawn":[15],"fast-growing":[16],"studies":[17],"in":[18],"recent":[19],"years.":[20],"When":[21],"the":[22,35,45,82,93,108,126,150,158,179,188,201],"underlying":[23],"probability":[24],"distribution":[25,37],"unknown":[27],"and":[28,77,195,200,206],"observed":[29],"from":[30,178],"data,":[31],"DRO":[32,51,100,147],"suggests":[33],"computing":[34],"within":[38],"so-called":[40,109],"set":[42,54],"captures":[44],"involved":[46],"statistical":[47,58],"uncertainty.":[48],"In":[49,86],"particular,":[50],"with":[52,81],"constructed":[55],"as":[56],"divergence":[59],"neighborhood":[60],"ball":[61,94],"been":[63],"shown":[64],"to":[65,107,116],"provide":[66],"tool":[68],"constructing":[70],"valid":[71],"confidence":[72],"intervals":[73],"nonparametric":[75],"functionals":[76],"bears":[78],"duality":[80],"empirical":[83],"likelihood":[84],"(EL).":[85],"this":[87],"paper,":[88],"we":[89,140],"show":[90],"how":[91],"adjusting":[92],"size":[95],"of":[96,99,146,149,152,160,164,193,203],"such":[97],"type":[98],"can":[101],"reduce":[102],"higher-order":[103,143,162],"coverage":[104],"errors":[105],"similar":[106],"Bartlett":[110],"correction.":[111],"Our":[112,154],"correction,":[113],"which":[114,166],"applies":[115],"general":[117,124],"von":[118],"Mises":[119],"differentiable":[120],"functionals,":[121],"more":[123],"than":[125],"existing":[127],"EL":[128],"literature":[129],"only":[131],"focuses":[132],"on":[133,157,173],"smooth":[134],"function":[135],"models":[136],"or":[137],"M-estimation.":[138],"Moreover,":[139],"demonstrate":[141],"\u201cself-normalizing\u201d":[144],"property":[145],"regardless":[148],"choice":[151],"divergence.":[153],"approach":[155],"builds":[156],"development":[159],"expansion":[163],"DRO,":[165],"obtained":[168],"through":[169],"an":[170],"asymptotic":[171],"analysis":[172],"fixed-point":[175],"equation":[176],"arising":[177],"Karush-Kuhn-Tucker":[180],"conditions.":[181],"Funding:":[182],"This":[183],"work":[184],"was":[185],"supported":[186],"by":[187],"National":[189],"Science":[190],"Foundation,":[191],"Division":[192,202],"Information":[194],"Intelligent":[196],"Systems":[197],"[Grant":[198,209],"IIS-1849280]":[199],"Civil,":[204],"Mechanical":[205],"Manufacturing":[207],"Innovation":[208],"CAREER":[210],"CMMI-1834710].":[211]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}