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~isPartOf:"Operations research"
~person:"Gotoh, Jun-ya"
~person:"Liu, Junyi"
~subject:"Dynamic programming"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Gotoh, Jun-ya
Liu, Junyi
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Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
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Calibration of distributionally roubust empirical optimization models
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research
69
(
2021
)
5
,
pp. 1630-1650
Persistent link: https://www.econbiz.de/10012661084
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