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From Data to Decisions: Distributionally Robust Optimization Is Optimal.

Bart P. G. Van ParysPeyman Mohajerin EsfahaniDaniel Kuhn
Published in: Manag. Sci. (2021)
Keyphrases
  • robust optimization
  • data sets
  • decision making
  • evolutionary algorithm
  • dynamic programming
  • support vector
  • high dimensional data
  • mathematical programming
  • risk measures