Calibration of distributionally roubust empirical optimization models
Year of publication: |
2021
|
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Authors: | Gotoh, Jun-ya ; Kim, Michael Jong ; Lim, Andrew E. B. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 5, p. 1630-1650
|
Subject: | distributionally robust optimization | calibration | worst-case sensitivity | variance reduction | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution |
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