A study of data-driven distributionally robust optimization with incomplete joint data under finite support

DOI10.1016/J.EJOR.2022.06.032MaRDI QIDQ2098046zbMATH OpenOpenAlexFDO

Authors Ke Ren, Hoda Bidkhori

Publication date 17 November 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2022.06.032

zbMATH Keywords

data-driven decision-makingdistributionally robust optimizationmissing datastochastic programminguncertainty modeling

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cited in

(3)

• A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
• Distributionally robust optimization with generalized total variation ambiguity sets
• Omnichannel strategies and data-driven robust inventory policies with demand uncertainties

Describes a project that uses

Uses Software

• impute
• missForest

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