Table 3 Robustness Metrics under Different Wasserstein Radii.
ε Value | CVaR@95% | Worst-case | Safety margin | Robust score |
|---|---|---|---|---|
0.1 | 0.89 | 0.85 | 1.8 | 0.92 |
0.5 | 0.82 | 0.76 | 2.3 | 0.85 |
1.0 | 0.74 | 0.68 | 2.7 | 0.76 |
2.0 | 0.61 | 0.52 | 3.1 | 0.63 |
ε Value | CVaR@95% | Worst-case | Safety margin | Robust score |
|---|---|---|---|---|
0.1 | 0.89 | 0.85 | 1.8 | 0.92 |
0.5 | 0.82 | 0.76 | 2.3 | 0.85 |
1.0 | 0.74 | 0.68 | 2.7 | 0.76 |
2.0 | 0.61 | 0.52 | 3.1 | 0.63 |