Calibration of Distributionally Robust Empirical Optimization Models

Calibration of Distributionally Robust Empirical Optimization Models

10.1287/opre.2020.2041

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Bibliographic Details
Main Authors: Gotoh, Jun‐ya, Kim, Michael Jong, Lim, Andrew EB
Other Authors: DECISION SCIENCES
Format: Article
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2021
Subjects:
robust empirical optimization
data driven optimization
out-of-sample performance
variance reduction
calibration
Online Access:https://scholarbank.nus.edu.sg/handle/10635/194592
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Institution: National University of Singapore
id sg-nus-scholar.10635-194592
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spelling sg-nus-scholar.10635-1945922024-04-08T10:46:11Z Calibration of Distributionally Robust Empirical Optimization Models Gotoh, Jun‐ya Kim, Michael Jong Lim, Andrew EB DECISION SCIENCES ANALYTICS AND OPERATIONS robust empirical optimization data driven optimization out-of-sample performance variance reduction calibration 10.1287/opre.2020.2041 Operations Research 2021-07-21T04:48:14Z 2021-07-21T04:48:14Z 2017-11-22 2021-07-19T04:47:31Z Article Gotoh, Jun‐ya, Kim, Michael Jong, Lim, Andrew EB (2017-11-22). Calibration of Distributionally Robust Empirical Optimization Models. Operations Research. ScholarBank@NUS Repository. https://doi.org/10.1287/opre.2020.2041 0030364X 15265463 https://scholarbank.nus.edu.sg/handle/10635/194592 Institute for Operations Research and the Management Sciences (INFORMS) Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic robust empirical optimization
data driven optimization
out-of-sample performance
variance reduction
calibration
spellingShingle robust empirical optimization
data driven optimization
out-of-sample performance
variance reduction
calibration
Gotoh, Jun‐ya
Kim, Michael Jong
Lim, Andrew EB
Calibration of Distributionally Robust Empirical Optimization Models
description 10.1287/opre.2020.2041
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Gotoh, Jun‐ya
Kim, Michael Jong
Lim, Andrew EB
format Article
author Gotoh, Jun‐ya
Kim, Michael Jong
Lim, Andrew EB
author_sort Gotoh, Jun‐ya
title Calibration of Distributionally Robust Empirical Optimization Models
title_short Calibration of Distributionally Robust Empirical Optimization Models
title_full Calibration of Distributionally Robust Empirical Optimization Models
title_fullStr Calibration of Distributionally Robust Empirical Optimization Models
title_full_unstemmed Calibration of Distributionally Robust Empirical Optimization Models
title_sort calibration of distributionally robust empirical optimization models
publisher Institute for Operations Research and the Management Sciences (INFORMS)
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/194592
_version_ 1800914862529839104

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