Technical note: data-driven sample average approximation with covariate information
Rohit Kannan, Güzin Bayraksan, James R. Luedtke
| Year of publication: |
2025
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|---|---|
| Authors: | Kannan, Rohit ; Bayraksan, Güzin ; Luedtke, James R. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 6, p. 3245-3259
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| Subject: | Optimization | sample average approximation | large deviations | covariates | data-driven stochastic programming | jackknife | regression | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.0533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015551616