Technical note: two-stage sample robust optimization
Dimitris Bertsimas, Shimrit Shtern, Bradley Sturt
| Alternative title: | Two-stage sample robust optimization |
|---|---|
| Year of publication: |
2022
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| Authors: | Bertsimas, Dimitris ; Shtern, Shimrit ; Sturt, Bradley |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 1, p. 624-640
|
| Subject: | Optimization | distributionally robust optimization | sample average approximation | stochastic programming | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.2096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820676