Statistics of robust optimization : a generalized empirical likelihood approach
John C. Duchi, Peter W. Glynn, Hongseok Namkoong
| Year of publication: |
2021
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|---|---|
| Authors: | Duchi, John C. ; Glynn, Peter W. ; Namkoog, Hongseok |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 3, p. 946-969
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| Subject: | stochastic optimization | robust optimization | empirical likelihood | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Momentenmethode | Method of moments | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.1085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012625674