A study of data-driven distributionally robust optimization with incomplete joint data under finite support

DOI10.1016/j.ejor.2022.06.032OpenAlexW4283163227MaRDI QIDQ2098046

Ke Ren, Hoda Bidkhori

Publication date: 17 November 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.06.032

zbMATH Keywords

stochastic programmingmissing datauncertainty modelingdistributionally robust optimizationdata-driven decision-making

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• impute
• missForest

Cites Work

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