Coupled learning enabled stochastic programming with endogenous uncertainty
Junyi Liu, Guangyu Li, Suvrajeet Sen
| Year of publication: |
2022
|
|---|---|
| Authors: | Liu, Junyi ; Li, Guangyu ; Sen, Suvrajeet |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 1681-1705
|
| Subject: | endogenous uncertainty | local linear regression | stochastic programming | trust region method | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1185 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365344