Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
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Publication:2079685
DOI10.1007/s10898-022-01146-yzbMath1501.90057OpenAlexW4214511074MaRDI QIDQ2079685
Publication date: 30 September 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-022-01146-y
newsvendor problemBayesian approachdata-driven stochastic optimizationdistributional ambiguitydistributionally robust stochastic optimization
Uses Software
Cites Work
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