Distributionally robust linear and discrete optimization with marginals
Year of publication: |
2022
|
---|---|
Authors: | Chen, Louis ; Ma, Will ; Natarajan, Karthik ; Simchi-Levi, David ; Yan, Zhenzhen |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 3, p. 1822-1834
|
Subject: | duality | linear programming | marginal distribution model | optimal transport | Optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
-
Robust optimization for non-linear impact of data variation
Alfandari, Laurent, (2018)
-
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose, (2021)
-
Mean-covariance robust risk measurement
Nguyen, Viet Anh, (2021)
- More ...
-
Distributionally Robust Omnichannel Stocking Decisions in Quick Fulfillment Systems
Chen, Louis, (2019)
-
A Representative Consumer Model in Data-Driven Multi-Product Pricing Optimization
Yan, Zhenzhen, (2020)
-
A representative consumer model in data-driven multiproduct pricing optimization
Yan, Zhenzhen, (2022)
- More ...