Technical Note - The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets. - Thomas Kruse; Judith C. Schneider; Nikolaus Schweizer (Oper. Res., 2019)

A Toolkit for Robust Risk Assessment Using F-Divergences. - Thomas Kruse; Judith C. Schneider; Nikolaus Schweizer (Manag. Sci., 2021)