Debiasing in-sample policy performance for small-data, large-scale optimization

DOI10.1287/OPRE.2022.2377MaRDI QIDQ6579664zbMATH OpenFDO

Authors Vishal Gupta, Michael Huang, Paat Rusmevichientong

Publication date 25 July 2024

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

optimizationcross-validationdata-driven optimizationend-to-end optimizationlarge-scale regimesmall-data, large-scale

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• Bias reduction in sample-based optimization
• Performance guarantees for policy learning
• Doubly robust policy evaluation and optimization
• Robust sample average approximation
• Risk and complexity in scenario optimization

This page was built for publication: Debiasing in-sample policy performance for small-data, large-scale optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579664)