Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
Henry Lam
| Year of publication: |
2019
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|---|---|
| Authors: | Lam, Henry |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 4, p. 1090-1105
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| Subject: | distributionally robust optimization | empirical likelihood | empirical process | chi-square process | central limit theorem | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062921