Near-optimal Bayesian ambiguity sets for distributionally robust optimization
Vishal Gupta
| Year of publication: |
2019
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|---|---|
| Authors: | Gupta, Vishal |
| 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. 65.2019, 9, p. 4242-4260
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| Subject: | robust optimization | data-driven optimization | Bayesian statistics | Theorie | Theory | Robustes Verfahren | Robust statistics | Bayes-Statistik | Bayesian inference | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | 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.2018.3140 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012118557