منابع مشابه
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 flexible and widely applicable, and robust optimization problems built from our new sets are computation...
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B.Eng, Software Systems Engineering, Royal Melbourne Institute of Technology (2002) S.M., High Performance Computations for Engineered Systems, Singapore-MIT Alliance, National University of Singapore (2004) Submitted to the Sloan School of Management in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Operations Research at the MASSACHUSETTS INSTITUTE OF TECHNO...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2017
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-017-1125-8