Dynamic optimization with side information
Year of publication: |
2023
|
---|---|
Authors: | Bertsimas, Dimitris ; McCord, Christopher ; Sturt, Bradley |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 304.2023, 2 (16.1.), p. 634-651
|
Subject: | Distributionally robust optimization | Dynamic optimization | Machine learning | Stochastic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics |
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