Adjustable Robust Parameter Design with Unknown Distributions

I. Yanikoglu, Dick Den Hertog and Jack Kleijnen ()
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I. Yanikoglu: Tilburg University, Center For Economic Research

No 2013-022, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: robust optimization; simulation optimization; robust parameter design; phi-divergence (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (6)

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