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Sequential Bayesian Risk Set Inference for Robust Discrete Optimization via Simulation

By Eunhye Song
Optimization via simulation (OvS) procedures that assume the simulation inputs are generated from the real-world distributions are subject to the risk of selecting a suboptimal solution when the distributions are substituted with input models estimated from finite real-world data -- known as input model risk. Focusing on discrete OvS, this... Show more
January 19, 2021
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Sequential Bayesian Risk Set Inference for Robust Discrete Optimization via Simulation
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