SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bootstrap robust prescriptive analytics · Study

ArticleShelves

ArticleBootstrap robust prescriptive analytics

Dimitris Bertsimas2021

OA

Articlegreen2021

Bootstrap robust prescriptive analytics

Dimitris Bertsimas · Bart P. G. Van Parys

52 citations·0/0 files stored·Mathematical Programming

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Supply Chain and Inventory Management Impact of AI and Big Data on Business and Society

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 52 citations exist upstream.

References

2000Optimization of conditional value-at-risk 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations 2009Lectures on Stochastic Programming: Modeling and Theory 1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?2006Convex Approximations of Chance Constrained Programs 2014Distributionally Robust Convex Optimization 2003Monte Carlo Sampling Methods

Cited by

2023Residuals-based distributionally robust optimization with covariate information 2022Dynamic optimization with side information 2020Distributionally Robust Learning 2021A bilevel framework for decision-making under uncertainty with contextual information

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2022Frameworks and Results in Distributionally Robust Optimizationarticle · 11 shared references 2021Distributionally Robust Optimization: A review on theory and applicationsarticle · 11 shared references 2019Risk and complexity in scenario optimizationarticle · 11 shared references 2020A survey of nonlinear robust optimizationarticle · 9 shared references 2018Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Ballsarticle · 8 shared references 2020From Data to Decisions: Distributionally Robust Optimization Is Optimalarticle · 8 shared references

Details

Year2021

Typearticle

Published2021-06-25

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations52

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/s10107-021-01679-2

openalex_workW2769650660

Links

Imported from OpenAlex (CC0) — nothing here is generated.