Data-Driven Decisions for Problems with an Unspecified Objective Function

DOI10.1287/ijoc.2018.0818zbMath1448.90054OpenAlexW2907653449MaRDI QIDQ5137432

Ganesh Janakiraman, Zhen Sun, Milind W. Dawande, Vijay S. Mookerjee

Publication date: 2 December 2020

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

Full work available at URL: https://doi.org/10.1287/ijoc.2018.0818

zbMATH Keywords

revenue maximizationdata-driven optimizationInternet traffic-stream mixingoptimization under unspecified objective

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Uses Software

• ROME

Cites Work

• Distributionally robust mixed integer linear programs: persistency models with applications
• Lipschitz global optimization methods in control problems
• Handbook of simulation optimization
• Primal and dual linear decision rules in stochastic and robust optimization
• Solving operational statistics via a Bayesian analysis
• Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
• Handbook of global optimization. Vol. 2
• Data-driven robust optimization
• A practical inventory control policy using operational statistics
• Distributionally Robust Optimization and Its Tractable Approximations
• Monotone Approximation of Decision Problems
• Theory and Applications of Robust Optimization
• Approximation by superpositions of a sigmoidal function
• Finite-time analysis of the multiarmed bandit problem
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