Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market

DOI10.1007/s10479-022-04993-wzbMath1528.90144MaRDI QIDQ6170676

Yuriy Zinchenko, Gerhard-Wilhelm Weber, Ayşe Özmen

Publication date: 13 July 2023

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

zbMATH Keywords

robust optimizationMARSrobustness and sensitivity analysisRMARSenergy and commodity marketscross-polytope uncertainty

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Robustness in mathematical programming (90C17)

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