Adjusted distributionally robust bounds on expected loss functions
| Year of publication: |
2025
|
|---|---|
| Authors: | Merzifonluoğlu, Yasemin ; Geunes, Joseph |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 181.2025, Art.-No. 107081, p. 1-17
|
| Subject: | Distributionally Robust Optimization | Mean variance ambiguity | Mixture ambiguity | Newsvendor problem | Scarf’s model | Theorie | Theory | Robustes Verfahren | Robust statistics | Lagerhaltungsmodell | Inventory model | Statistische Verteilung | Statistical distribution | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Erwartungsbildung | Expectation formation |
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