Narrow search
Showing 1 - 5 of 5
Cover Image
Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
Lam, Henry - In: Operations research 67 (2019) 4, pp. 1090-1105
Persistent link: https://www.econbiz.de/10012062921
Cover Image
Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip; Lam, Henry - In: Operations research 67 (2019) 1, pp. 232-249
Persistent link: https://www.econbiz.de/10012000817
Cover Image
Optimization-based calibration of simulation input models
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382
Persistent link: https://www.econbiz.de/10012107785
Cover Image
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
Cover Image
Optimal transport-based distributionally robust optimization : structural properties and iterative schemes
Blanchet, Jose; Murthy, Karthyek; Zhang, Fan - In: Mathematics of operations research 47 (2022) 2, pp. 1500-1529
Persistent link: https://www.econbiz.de/10013365331