Mean-range based distribution-free procedures to minimize "overage" and "underage" costs.

Jinfeng Yue Min-Chiang Wang Bintong Chen

Published in: Eur. J. Oper. Res. (2007)

Keyphrases

distribution free
normal distribution
large deviations
vc dimension
test statistic
reinforcement learning
sample complexity
concept class
learning algorithm
special case
theoretical analysis
covariance matrix
statistical methods
standard deviation