Data-driven distributionally robust optimization over time
Kevin-Martin Aigner, Andreas Bärmann, Kristin Braun, Frauke Liers, Sebastian Pokutta, Oskar Schneider, Kartikey Sharma, Sebastian Tschuppik
| Year of publication: |
2023
|
|---|---|
| Authors: | Aigner, Kevin-Martin ; Bärmann, Andreas ; Braun, Kristin ; Liers, Frauke ; Pokutta, Sebastian ; Schneider, Oskar ; Sharma, Kartikey ; Tschuppik, Sebastian |
| Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 5.2023, 4, p. 376-394
|
| Subject: | data-driven optimization | distributionally robust optimization | dynamic regret | learning over time | online gradient descent | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoo.2023.0091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433491