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Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
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Sensitivity to serial dependency of input processes : a robust approach
Lam, Henry - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1311-1327
Persistent link: https://www.econbiz.de/10011847235
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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry; Zhang, Xinyu; Zhang, Xuhui - In: Operations research 71 (2023) 6, pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044