Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach

DOI10.1287/opre.2020.2069zbMath1485.90131OpenAlexW3134561541WikidataQ120689919 ScholiaQ120689919MaRDI QIDQ5031022

Nihal Koduri, Dimitris J. Bertsimas

Publication date: 18 February 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2020.2069

zbMATH Keywords

optimizationoptimalityregressionreproducing kernel Hilbert spacedata-driven optimizationprescriptive analytics

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

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