Calibration of Distributionally Robust Empirical Optimization Models
Year of publication: |
2017
|
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Authors: | Gotoh, Jun-ya |
Other Persons: | Kim, Michael Jong (contributor) ; Lim, Andrew (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Modellierung | Scientific modelling | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 22, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3073057 [DOI] |
Classification: | C02 - Mathematical Methods ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C44 - Statistical Decision Theory; Operations Research ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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