Robust portfolio optimization model for electronic coupon allocation

DOI10.1080/03155986.2024.2386494MaRDI QIDQ6655280zbMATH OpenFDO

Authors Naoki Nishimura, Yilin Li, Jie Yang, Takeshi Matsumoto, Noriyoshi Sukegawa, Yuichi Takano

Publication date 20 December 2024

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/03155986.2024.2386494

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• Computing efficient frontiers using estimated parameters
• Frameworks and results in distributionally robust optimization
• Knapsack problems.
• Pattern recognition and machine learning.
• Robust discrete optimization and network flows
• Robust optimization
• Theory and applications of robust optimization

Cited in

(1)

• Robust personalized pricing under uncertainty of purchase probabilities

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