@article{empiricalriskminimizationwithrelative,
  title = {Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis},
  author = {Samir M. Perlaza and Gaetan Bisson and Iñaki Esnaola and Alain Jean-Marie and Stefano Rini},
  year = {2022},
  eprint = {2202.04385},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.04385v2},
}