A distributional interpretation of robust optimization

A distributional interpretation of robust optimization

10.1287/moor.1110.0531

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Bibliographic Details
Main Authors: Xu, H., Caramanis, C., Mannor, S.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: 2014
Subjects:
Consistency
Distributionally robust stochastic programming
Kernel density estimator
Machine learning
Robust optimization
Online Access:http://scholarbank.nus.edu.sg/handle/10635/54086
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/54086

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