Determinism versus uncertainty: Examining the worst-case expected performance of data-driven policies.
Xuecheng TianShuaian WangGilbert LaporteYing YangPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- data driven
- worst case
- average case
- worst case bounds
- lower bound
- np hard
- optimal policy
- inherent uncertainty
- case study
- database
- worst case scenario
- approximation algorithms
- conditional probabilities
- total reward
- information systems
- risk averse
- greedy algorithm
- control policies
- mistake bound
- decision theory
- error bounds
- decision problems
- computational complexity
- data sets