Robust optimization

Results: 212



#Item
181Mathematical optimization / Robust optimization / Markov decision process / Reinforcement learning / Control theory / Parameter / Uncertainty / Robust control / Scattering parameters / Statistics / Stochastic control / Statistical theory

Lightning Does Not Strike Twice: Robust MDPs with Coupled Uncertainty Shie Mannor Department of Electrical Engineering, Technion, Israel Ofir Mebel

Add to Reading List

Source URL: icml.cc

Language: English - Date: 2012-06-07 13:19:52
182Operations research / Markov decision process / Robust optimization / Dynamic programming / Variance / Interior point method / Determining the number of clusters in a data set / Statistics / Mathematical optimization / Mathematical sciences

Policy Gradients with Variance Related Risk Criteria

Add to Reading List

Source URL: icml.cc

Language: English - Date: 2012-06-07 13:20:18
183Mathematical optimization / Valuation / Symbol / Markov decision process / Statistics / Markov processes / Markov chain

Approximate Dynamic Programming By Minimizing Distributionally Robust Bounds Marek Petrik IBM T.J. Watson Research Center, Yorktown, NY, USA

Add to Reading List

Source URL: icml.cc

Language: English - Date: 2012-06-07 13:19:56
184Econometrics / Mathematical optimization / Lasso / Linear regression / Least absolute deviations / Robust regression / Multicollinearity / Feature selection / Outlier / Statistics / Regression analysis / Robust statistics

A Robust Variable Selection Method for Grouped Data Kristin Lilly and Nedret Billor Auburn University, Department of Mathematics & Statistics, 221 Parker Hall, Auburn University, Alabama[removed]An example of grouped data

Add to Reading List

Source URL: srcos2014.blogs.rice.edu

Language: English - Date: 2014-07-30 15:47:32
185Random variable / Probability and statistics / Measurement / Inductive reasoning / Probability theory / Mathematical optimization / Robust optimization

Convergence Analysis of Distributionally Robust Optimization and Equilibrium Huifu Xu School of Engineering and Mathematical Sciences, City University London, U.K. (Joint work with Hailin Sun)

Add to Reading List

Source URL: www.kcl.ac.uk

Language: English - Date: 2014-06-12 07:26:04
186JEL classification codes / Journal of Economic Literature / Statistics / Macroeconomics / Business cycle / Forecasting / Mathematical optimization / Late-2000s recession / Economic Cycle Research Institute / Recessions / Economics / Economic history

A Robust Approach to Business Cycle Analysis and Forecasting Anirvan Banerji Economic Cycle Research Institute (ECRI), 500 Fifth Avenue, New York, NY 10110

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
187Theoretical computer science / Generalized semi-infinite programming / Semi-infinite programming / Robust optimization / Convex optimization / Constraint / Optimization problem / Combinatorial optimization / Karush–Kuhn–Tucker conditions / Mathematical optimization / Mathematical analysis / Mathematics

PDF Document

Add to Reading List

Source URL: www-2.dc.uba.ar

Language: English - Date: 2004-09-21 22:41:38
188Mathematical optimization / Robust statistics / Numerical linear algebra / Linear algebra / Estimation theory / M-estimator / Convex optimization / Singular value decomposition / Principal component analysis / Algebra / Statistics / Mathematics

PDF Document

Add to Reading List

Source URL: www.samsi.info

Language: English - Date: 2013-02-05 15:46:33
189Least squares / Ordinary least squares / Generalized least squares / Robust regression / Mathematical optimization / Loss function / Linear programming / Elastic net regularization / Nonlinear regression / Statistics / Regression analysis / Linear regression

Mathematical Challenge March 2014 Interior Point Algorithms for a Robust Regression OLSLasso Estimator References:  T. Kariya, H. Kurata[removed]Generalized Least Squares  H. Wang, G. Li, G. Jiang[removed]Robust Re

Add to Reading List

Source URL: www.swissquant.com

Language: English - Date: 2014-03-05 09:43:56
190Applied mathematics / Operations research / Education / Abstract management / Global optimization / Academic conference / Combinatorial optimization / Genetic algorithm / Robust optimization / Mathematical optimization / Academia / Knowledge

[removed]EURO Newsletter #13, February 27, 2014 This email is sent to you because you are a registered user at www.euro-online.org. Please add [removed] to your address book so you receive the EURO e-news

Add to Reading List

Source URL: www.euro-online.org

Language: English - Date: 2014-02-27 02:16:25
UPDATE