Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty

DOI10.1287/ijoc.2022.1169OpenAlexW4220855478MaRDI QIDQ5106426

L. Jeff Hong, Zhaolin Hu

Publication date: 19 September 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2022.1169

zbMATH Keywords

simulationstatistical analysisprogramming: stochasticprobability: distributions

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• CVX

Cites Work

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