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Computational Management Science : CMS
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Likelihood robust optimization for data-driven problems
Wang, Zizhuo
;
Glynn, Peter W.
;
Ye, Yinyu
- In:
Computational Management Science : CMS
13
(
2016
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011669265
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Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
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