Contextual robust optimisation with uncertainty quantification

DOI10.1007/978-3-031-33271-5_9MaRDI QIDQ6057255

Egon Peršak, Miguel F. Anjos

Publication date: 4 October 2023

Published in: Integration of Constraint Programming, Artificial Intelligence, and Operations Research (Search for Journal in Brave)

zbMATH Keywords

uncertainty quantificationprescriptive analyticsdistributionally robust optimisationprediction and optimisation

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Operations research and management science (90Bxx)

Cites Work

• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Bootstrap robust prescriptive analytics
• Distributionally robust stochastic programs with side information based on trimmings
• Dynamic optimization with side information
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

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