@article{doublyrobustdatadrivendistributionally,
  title = {Doubly Robust Data-Driven Distributionally Robust Optimization},
  author = {Jose Blanchet and Yang Kang and Fan Zhang and Fei He and Zhangyi Hu},
  year = {2017},
  eprint = {1705.07168},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1705.07168v1},
}