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

DOI10.1287/OPRE.2022.2377MaRDI QIDQ6579664FDOQ6579664

Authors: Vishal Gupta, Michael Huang, Paat Rusmevichientong 

Publication date: 25 July 2024

Published in: Operations Research (Search for Journal in Brave)

Recommendations

• Bias reduction in sample-based optimization
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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)

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