Safe Approximations of Chance Constraints Using Historical Data
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Cited by:
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013.
"Adjustable Robust Parameter Design with Unknown Distributions,"
Other publications TiSEM
47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.
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Keywords
robust optimization; chance constraint; phi-divergence; goodness-of-fit statistics;All these keywords.
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