On the tradeoff between distributional belief and ambiguity : conservatism, finite-sample guarantees, and asymptotic properties
Man Yiu Tsang, Karmel S. Shehadeh
| Year of publication: |
2025
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| Authors: | Tsang, Man Yiu ; Shehadeh, Karmel S. |
| Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 7.2025, 3, p. 240-263
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| Subject: | asymptotic convergence | bias analysis | conservatism | distributionally robust optimization | stochastic optimization | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Konservatismus | Conservatism | Systematischer Fehler | Bias | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoo.2024.0047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015448104