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...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2018
|
| Online Access: | http://hdl.handle.net/1721.1/116834 https://orcid.org/0000-0002-1985-1003 |