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  • Search: subject:"generalization bound"
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Year of publication
Subject
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generalization bound 3 Mathematical programming 2 Mathematische Optimierung 2 Theorie 2 Theory 2 Einkommensverteilung 1 Estimation theory 1 Income distribution 1 Inventory model 1 Lagerhaltungsmodell 1 Newsvendor problem 1 Optimization 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Wasserstein metric 1 distributionally robust optimization 1 intertemporal dependent data 1 learning theory 1 non-stationarity 1 transportation-information inequality 1 utility maximization 1 variation regularization 1
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Online availability
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Bazier-Matte, Thierry 1 Delage, Erick 1 Gao, Rui 1 Qi, Meng 1 Shen, Zuo-Jun 1 Zheng, Zeyu 1
Published in...
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INFOR : information systems and operational research 1 Operations research 1 Production and operations management : the flagship research journal of the Production and Operations Management Society 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Learning newsvendor problems with intertemporal dependence and moderate non-stationarities
Qi, Meng; Shen, Zuo-Jun; Zheng, Zeyu - In: Production and operations management : the flagship … 33 (2024) 5, pp. 1196-1213
Persistent link: https://www.econbiz.de/10014576999
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Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Gao, Rui - In: Operations research 71 (2023) 6, pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
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Generalization bounds for regularized portfolio selection with market side information
Bazier-Matte, Thierry; Delage, Erick - In: INFOR : information systems and operational research 58 (2020) 2, pp. 374-401
Persistent link: https://www.econbiz.de/10012221412
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