A study of data-driven distributionally robust optimization with incomplete joint data under finite support
Year of publication: |
2023
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Authors: | Ren, Ke ; Bidkhori, Hoda |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 305.2023, 2 (1.3.), p. 754-765
|
Subject: | Stochastic programming | Distributionally robust optimization | Missing data | Uncertainty modeling | Data-driven decision-making | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution |
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