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: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg,
2018-07-06T17:51:59Z.
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| Subjects: | |
| Online Access: | Get fulltext |