Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10898-022-01146-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4214511074 / rank | |||
Normal rank | |||
Latest revision as of 21:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven stochastic optimization for distributional ambiguity with integrated confidence region |
scientific article |
Statements
Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (English)
0 references
30 September 2022
0 references
data-driven stochastic optimization
0 references
Bayesian approach
0 references
distributional ambiguity
0 references
distributionally robust stochastic optimization
0 references
newsvendor problem
0 references
