Bootstrap robust prescriptive analytics

DOI10.1007/s10107-021-01679-2zbMath1504.90076arXiv1711.09974OpenAlexW3177107840MaRDI QIDQ2089765

Bart P. G. Van Parys, Dimitris J. Bertsimas

Publication date: 24 October 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.09974

zbMATH Keywords

data analyticsdistributionally robust optimizationstatistical bootstrapNadaraya-Watson learningnearest neighbors learning

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Related Items (4)

Frameworks and results in distributionally robust optimization ⋮ Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs ⋮ Contextual robust optimisation with uncertainty quantification ⋮ Rollout-based routing strategies with embedded prediction: a fish trawling application

Uses Software

• ECOS
• Julia
• Convex.jl

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