Modelling data-driven distributionally robust risk-averse hub interdiction median problem under hypothesis test.

Fanghao Yin Yi Zhao

Published in: Comput. Ind. Eng. (2021)

Keyphrases

data driven
risk averse
hypothesis test
stochastic programming
robust optimization
risk neutral
decision makers
utility function
multistage
hypothesis testing
risk aversion
likelihood ratio
data mining
portfolio management
statistical tests
upper bound
dynamic programming
machine learning