From data to decisions : distributionally robust optimization is optimal
Bart P.G. Van Parys, Peyman Mohajerin Esfahani, Daniel Kuhn
| Year of publication: |
2021
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|---|---|
| Authors: | Parys, Bart P. G. van ; Mohajerin Esfahani, Peyman ; Kuhn, Daniel |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 6, p. 3387-3402
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| Subject: | data-driven optimization | distributionally robust optimization | large deviations theory | relative entropy | convex optimization | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Entropie | Entropy | Dynamische Optimierung | Dynamic programming | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012606903