Calibration of Distributionally Robust Empirical Optimization Models (Q5031650)
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scientific article; zbMATH DE number 7474575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of Distributionally Robust Empirical Optimization Models |
scientific article; zbMATH DE number 7474575 |
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Calibration of Distributionally Robust Empirical Optimization Models (English)
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16 February 2022
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risk
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sensitivity
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stochastic model applications
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nonlinear programming
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stochastic programming
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statistics: data
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sampling
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optimization
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distributionally robust optimization
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calibration
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worst-case sensitivity
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variance reduction
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