Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity

DOI10.1137/151003271zbMath1316.91016OpenAlexW1839996114MaRDI QIDQ5258948

Johannes O. Royset, R. Tyrrell Rockafellar

Publication date: 24 June 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/151003271

zbMATH Keywords

risk measuresresidual riskgeneralized regressionoptimization under stochastic ambiguitysurrogate estimation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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