Likelihood robust optimization for data-driven problems

DOI10.1007/S10287-015-0240-3zbMath1397.90225arXiv1307.6279OpenAlexW1873244950MaRDI QIDQ1789597

Yinyu Ye, Zizhuo Wang, Peter W. Glynn

Publication date: 10 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6279

zbMATH Keywords

decision makingrobust optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Management decision making, including multiple objectives (90B50) Empirical decision procedures; empirical Bayes procedures (62C12)

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Uses Software

• BayesDA

Cites Work

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