Data-driven robust optimization
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization using statistical hypothesis tests. The approach is flexibl...
| Principais autores: | , , |
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| Outros Autores: | |
| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Springer Berlin Heidelberg
2018
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| Acesso em linha: | http://hdl.handle.net/1721.1/116834 https://orcid.org/0000-0002-1985-1003 |