Learning-based robust optimization : procedures and statistical guarantees
Year of publication: |
2021
|
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Authors: | Hong, L. Jeff ; Huang, Zhiyuan ; Lam, Henry |
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. 3447-3467
|
Subject: | robust optimization | chance constraint | prediction set learning | quantile estimation | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
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