Small-Data, Large-Scale Linear Optimization with Uncertain Objectives
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DOI: 10.1287/mnsc.2019.3554
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References listed on IDEAS
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- Hamsa Bastani & Kimon Drakopoulos & Vishal Gupta & Jon Vlachogiannis & Christos Hadjichristodoulou & Pagona Lagiou & Gkikas Magiorkinis & Dimitrios Paraskevis & Sotirios Tsiodras, 2022. "Interpretable Operations Research for High-Stakes Decisions: Designing the Greek COVID-19 Testing System," Interfaces, INFORMS, vol. 52(5), pages 398-411, September.
- Corredera Barbado, Alberto & Ruiz Mora, Carlos, 2022. "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS 33693, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Ren, Ke & Bidkhori, Hoda, 2023. "A study of data-driven distributionally robust optimization with incomplete joint data under finite support," European Journal of Operational Research, Elsevier, vol. 305(2), pages 754-765.
- Vishal Gupta & Nathan Kallus, 2022. "Data Pooling in Stochastic Optimization," Management Science, INFORMS, vol. 68(3), pages 1595-1615, March.
- Sadana, Utsav & Chenreddy, Abhilash & Delage, Erick & Forel, Alexandre & Frejinger, Emma & Vidal, Thibaut, 2025. "A survey of contextual optimization methods for decision-making under uncertainty," European Journal of Operational Research, Elsevier, vol. 320(2), pages 271-289.
- Bojana Bajic & Nikola Suzic & Slobodan Moraca & Miladin Stefanović & Milos Jovicic & Aleksandar Rikalovic, 2023. "Edge Computing Data Optimization for Smart Quality Management: Industry 5.0 Perspective," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
- Corredera, Alberto & Ruiz, Carlos, 2023. "Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer’s optimal trading," European Journal of Operational Research, Elsevier, vol. 306(1), pages 370-388.
- John R. Birge, 2023. "Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models," Papers 2310.07052, arXiv.org, revised Jan 2025.
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Keywords
data-driven optimization; small-data; large-scale regime; Stein's unbiased risk estimation;All these keywords.
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