Improving sample average approximation using distributional robustness
Year of publication: |
2022
|
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Authors: | Anderson, Edward J. ; Philpott, Andy |
Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 4.2022, 1, p. 90-124
|
Subject: | distributional robustness | sample average approximation | phi-divergence | Wasserstein | Stichprobenerhebung | Sampling | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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