Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach - Duchi, John C.; Glynn, Peter W.; Namkoong, Hongseok (Mathematics of operations research, 2021)
Keywords: Asymptotic series; Confidence intervals; empirical likelihood; Formulations; Markov analysis; Markov chains; Operations research; Optimization; Primary: 62Mxx inference from stochastic processes; Primary: Programming/stochastic; robust optimization; Robustness (mathematics); secondary: statistics; Statistical analysis; Statistical inference; Stochastic models; stochastic optimization; Uncertainty