Learning-based robust optimization : procedures and statistical guarantees
L. Jeff Hong, Zhiyuan Huang, Henry Lam
| Year of publication: |
2021
|
|---|---|
| Authors: | Hong, L. Jeff ; Huang, Zhiyuan ; Lam, Henry |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 6, p. 3447-3467
|
| Subject: | robust optimization | chance constraint | prediction set learning | quantile estimation | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3640 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012606927