L. The-content-of-gérard and P. , Some notations have changed to preserve coherence with the rest of the document. Contents 6.1. Introduction, 2018.

, Trading risk with Arrow-Debreu securities, p.112

, Some equivalences between social planner and equilibrium problems

. .. Case, 113 6.3.2. Equivalence in the risk-averse case

, Player consistency and equilibrium with risk neutral players, Equilibrium and player consistency Contents 7.1. Introduction

, Player consistency and equilibrium with risk averse players

, Convex formulation of robust inference problems using risk measures

, The first assumptions on the domains of the subdifferentials of the functions (f k ) k?

K. Esfahani, K. Gotoh, ;. Lim, and . Arias, Our objective here is to demonstrate how our algorithm can tackle different ambiuses ambiguity sets defined through the Wasserstein distance. In all our simulations, the logistic regression loss in (8.4) is used for binary classification Briceno, Distributionally robust optimization aims at improving out-of-sample performance, 2015.

, Useful mathematical tools to deal with forsets and aftersets158 9.2. Recall on lattices and partitions

. .. , 161 9.4. Recall on star-difference, Recall on stochastic kernels

, Recall on Moreau's transform and Moreau's addition, p.166

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