Distributionally robust optimization with confidence bands for probability density functions
Xi Chen, Qihang Lin, Guanglin Xu
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Xi ; Lin, Qihang ; Xu, Guanglin |
| Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 4.2022, 1, p. 65-89
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| Subject: | distributionally robust optimization | confidence band | data-driven ambiguity sets | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Bootstrap-Verfahren | Bootstrap approach |
Online Resource