Calibration of Distributionally Robust Empirical Optimization Models
نویسندگان
چکیده
JUN-YA GOTOH, MICHAEL JONG KIM, AND ANDREW E.B. LIM Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan. Email: [email protected] Sauder School of Business, University of British Columbia, Vancouver, Canada. Email: [email protected] Departments of Decision Sciences and Finance, NUS Business School, National University of Singapore, Singapore. Email: [email protected]
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ورودعنوان ژورنال:
- CoRR
دوره abs/1711.06565 شماره
صفحات -
تاریخ انتشار 2017