Stochastic optimization with decision-dependent distributions
Dmitriy Drusvyatskiy, Lin Xiao
| Year of publication: |
2023
|
|---|---|
| Authors: | Drusvyatskiy, Dmitriy ; Xiao, Lin |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 2, p. 954-998
|
| Subject: | distributional shift | performative prediction | proximal point method | stochastic gradient | stochastic optimization | Wasserstein distance | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Operations Research | Operations research | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.1287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314968