Calibration of Distributionally Robust Empirical Optimization Models
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Publication:5031650
DOI10.1287/opre.2020.2041zbMath1485.90080arXiv1711.06565OpenAlexW3128375896MaRDI QIDQ5031650
Andrew E. B. Lim, Michael Jong Kim, Jun-Ya Gotoh
Publication date: 16 February 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.06565
sensitivitysamplingoptimizationstochastic programmingnonlinear programmingcalibrationvariance reductionriskstochastic model applicationsdistributionally robust optimizationstatistics: dataworst-case sensitivity
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