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  • Search: subject:"empirical optimization"
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Subject
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Mathematical programming 2 Mathematische Optimierung 2 Robust statistics 2 Robustes Verfahren 2 Theorie 2 Theory 2 Bias-variance trade-off 1 Data-driven optimization 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Mean-variance optimization 1 Phi-divergence 1 Portfolio selection 1 Portfolio-Management 1 Regularization 1 Robust empirical optimization 1 Sampling 1 Stichprobenerhebung 1 data-driven decisions 1 distributionally robust optimization 1 empirical optimization 1 finite samples 1 limited data 1 minimax regret 1 sample average approximation 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Besbes, Omar 1 Gotoh, Jun-ya 1 Kim, Michael Jong 1 Lim, Andrew E. B. 1 Mouchtaki, Omar 1
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Management science : journal of the Institute for Operations Research and the Management Sciences 1 Operations research letters 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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How big should your data really be? : data-driven newsvendor : learning one sample at a time
Besbes, Omar; Mouchtaki, Omar - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5848-5865
Persistent link: https://www.econbiz.de/10014393035
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Robust empirical optimization is almost the same as mean-variance optimization
Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B. - In: Operations research letters 46 (2018) 4, pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
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