Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization

DOI10.1287/ijoc.2021.1071OpenAlexW3207789568MaRDI QIDQ5085988

Assaf J. Zeevi, Dong-wook Shin, Mark N. Broadie

Publication date: 30 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2021.1071

zbMATH Keywords

ordinal optimizationquantilelarge deviations theorytractable procedures

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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