Technical note -- A data-driven approach to beating SAA out of sample (Q6974747)
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scientific article; zbMATH DE number 8049683
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| English | Technical note -- A data-driven approach to beating SAA out of sample |
scientific article; zbMATH DE number 8049683 |
Statements
Technical note -- A data-driven approach to beating SAA out of sample (English)
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5 June 2025
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distributionally optimistic optimization
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distributionally robust optimization
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sample average approximation
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data-driven optimization
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model uncertainty
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worst case sensitivity
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out-of-sample performance
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