Contextual robust optimisation with uncertainty quantification

DOI10.1007/978-3-031-33271-5_9MaRDI QIDQ6057255zbMATH OpenFDO

Authors Egon Peršak, Miguel F. Anjos

Publication date 4 October 2023

Published in Integration of Constraint Programming, Artificial Intelligence, and Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-33271-5_9

zbMATH Keywords

distributionally robust optimisationprediction and optimisationprescriptive analyticsuncertainty quantification

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Operations research and management science (90Bxx) Combinatorial optimization (90C27)

Cites work

• Bootstrap robust prescriptive analytics
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Distributionally robust optimization under moment uncertainty with application to data-driven problems
• Distributionally robust stochastic programs with side information based on trimmings
• Dynamic optimization with side information

Cited in

(2)

• A robust optimization approach with probe-able uncertainty
• A survey of contextual optimization methods for decision-making under uncertainty

This page was built for publication: Contextual robust optimisation with uncertainty quantification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6057255)