Connections between Robust Statistical Estimation, Robust Decision-Making with Two-Stage Stochastic Optimization, and Robust Machine Learning Problems-Reference-Cited by-同舟云学术

Connections between Robust Statistical Estimation, Robust Decision-Making with Two-Stage Stochastic Optimization, and Robust Machine Learning Problems

Published:2023-05 Issue:3 Volume:59 Page:385-397
ISSN:1060-0396
Container-title:Cybernetics and Systems Analysis
language:en
Short-container-title:Cybern Syst Anal

Author:

Ermolieva T.,Ermoliev Y.,Havlik P.,Lessa-Derci-Augustynczik A.,Komendantova N.,Kahil T.,Balkovic J.,Skalsky R.,Folberth C.,Knopov P. S.,Wang G.

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s10559-023-00573-3.pdf

Reference29 articles.

1. Yu. Ermoliev and R. J.-B. Wets (eds.), Numerical Techniques for Stochastic Optimization, Springer-Verlag, Heidelberg (1988).

2. Y. Ermoliev and L. Hordijk, “Global changes: Facets of robust decisions,” in: K. Marti, Y. Ermoliev, M. Makowski, and G. Pflug (eds.), Coping with Uncertainty: Modeling and Policy Issue, Springer-Verlag, Berlin (2003), pp. 4–28.

3. Y. Ermoliev, Methods of Stochastic Programming [in Russian], Nauka, Moscow (1976).

4. Y. Ermoliev, “Stochastic quasigradient methods,” in: P. M. Pardalos (ed.), Encyclopedia of Optimization, Springer-Verlag, New York (2009), pp. 3801–3807.

5. Y. Ermoliev, “Two-stage stochastic programming: Quasigradient method,” in: P. M. Pardalos (ed.), Encyclopedia of Optimization, Springer-Verlag, New York (2009), pp. 3955–3959.

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