Calibration of distributionally roubust empirical optimization models
Jun-ya Gotoh, Michael Jong Kim, Andrew E.B. Lim
| 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
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| Subject: | distributionally robust optimization | calibration | worst-case sensitivity | variance reduction | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.2041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012661084