ROBIST : robust optimization by iterative scenario sampling and statistical testing
Justin Starreveld, Guanyu Jin, Dick den Hertog, Roger J. A. Laeven
| Year of publication: |
2026
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|---|---|
| Authors: | Starreveld, Justin ; Jin, Guanyu ; Hertog, Dirk den ; Laeven, Roger J. A. |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 185.2026, Art.-No. 107260, p. 1-16
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| Subject: | Data-driven | Optimization | Robust | Stochastic | Uncertainty | Robustes Verfahren | Robust statistics | Theorie | Theory | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2025.107260 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534326