A deficiency of prescriptive analytics -- no perfect predicted value or predicted distribution exists

DOI10.3934/ERA.2022183OpenAlexW4288472933MaRDI QIDQ2700289

Ran Yan, Xuecheng Tian, Shuaian Wang, Yannick Liu

Publication date: 20 April 2023

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2022183

zbMATH Keywords

prescriptive analyticspredict-then-optimizesmart predict-then-optimizeweighted sample average approximation

Mathematics Subject Classification ID

Computer science (68-XX) Operations research, mathematical programming (90-XX)

Cites Work

• The Big Data Newsvendor: Practical Insights from Machine Learning
• Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach

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