Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
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Cites work
- scientific article; zbMATH DE number 2115052 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- 10.1162/153244302760200704
- Data-driven robust optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Foundations of machine learning
- Introduction to stochastic programming.
- On complexity of stochastic programming problems
- On the mathematical foundations of learning
- Robust optimization
- The big data newsvendor: practical insights from machine learning
- The sample average approximation method for stochastic discrete optimization
- Theory and applications of robust optimization
- Theory of Reproducing Kernels
- Tikhonov, Ivanov and Morozov regularization for support vector machine learning
- Universal kernels
Cited in
(14)- Propagating uncertainty through system dynamics in reproducing kernel Hilbert space
- A survey of contextual optimization methods for decision-making under uncertainty
- Determinism versus uncertainty: examining the worst-case expected performance of data-driven policies
- The role of optimization in some recent advances in data-driven decision-making
- On stochastic optimization and statistical learning in reproducing kernel Hilbert spaces by support vector machines (SVM)
- Obey validity limits of data-driven models through topological data analysis and one-class classification
- Data-driven algorithm selection and tuning in optimization and signal processing
- Dynamic optimization with side information
- Accelerating the distance-minimizing method for data-driven elasticity with adaptive hyperparameters
- Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands
- Data-driven decisions for problems with an unspecified objective function
- Stochastic optimization with estimated objectives
- A deficiency of prescriptive analytics -- no perfect predicted value or predicted distribution exists
- Piecewise affine decision rules for contextual chance-constrained stochastic programming
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