L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
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Learning-based robust optimization procedures and statistical guarantee
Hong, L. J., Z. Huang, and H. Lam
January 2021
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Project
Project
Type
Journal article
Publication
Management Science, 67:3321-3984
Monte Carlo Methods in Stochastic Programming
Emerging areas in Stochastic Simulation
Related
Robust simulation with likelihood-ratio constrained input uncertainty
Approximating data-driven joint chance constrained programs via uncertainty set construction
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences
A new likelihood ratio method for training artificial neural networks
Integrating Algorithmic Sampling-Based Motion Planning with Learning in Autonomous Driving
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