A Deficiency of the Weighted Sample Average Approximation (wSAA) Framework: Unveiling the Gap between Data-Driven Policies and Oracles
This paper critically examines the weighted sample average approximation (wSAA) framework, a widely used approach in prescriptive analytics for managing uncertain optimization problems featuring non-linear objectives. Our research pinpoints a key deficiency of the wSAA framework: when data samples a...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
|
| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/13/14/8355 |