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Bayesian Distributionally Robust Optimization - MaRDI portal

Bayesian Distributionally Robust Optimization (Q6114785)

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scientific article; zbMATH DE number 7711101
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English
Bayesian Distributionally Robust Optimization
scientific article; zbMATH DE number 7711101

    Statements

    title
    Bayesian Distributionally Robust Optimization (English)
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    publication date
    12 July 2023
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    zbMATH Keywords
    distributionally robust optimization
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    data-driven stochastic optimization
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    Bayesian consistency
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    Identifiers

    arXiv ID
    2112.08625
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    DOI
    10.1137/21m1465548
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    Mathematics Subject Classification ID
    90C17
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    90C15
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    62F15
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    zbMATH DE Number
    7711101
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    OpenAlex ID
    W4382065081
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