Data-driven inverse optimization with imperfect information
نویسندگان
چکیده
منابع مشابه
Data-driven inverse optimization with imperfect information
In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent’s objective function that best explains a historical sequence of signals and corresponding optimal actions. We focus here on situations where the observer has imperfect information, that is, wh...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2017
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-017-1216-6