Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach

John C. Duchi
John C. Duchi
[email protected]
Department of Electrical Engineering and Statistics, Stanford University, Stanford, California 94305;
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,
Peter W. Glynn
Peter W. Glynn
[email protected]
Department of Management Science and Engineering, Stanford University, Stanford, California 94305;
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,
Hongseok Namkoong
Corresponding Author
Hongseok Namkoong
[email protected]
https://orcid.org/0000-0002-5708-4044
Decision, Risk, and Operations Division, Columbia Business School, New York City, NY 10027
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John C. Duchi

[email protected]

Department of Electrical Engineering and Statistics, Stanford University, Stanford, California 94305;

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Peter W. Glynn

[email protected]

Department of Management Science and Engineering, Stanford University, Stanford, California 94305;

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Hongseok Namkoong

Corresponding Author

Hongseok Namkoong

[email protected]

https://orcid.org/0000-0002-5708-4044

Decision, Risk, and Operations Division, Columbia Business School, New York City, NY 10027

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Published Online:27 Jan 2021https://doi.org/10.1287/moor.2020.1085

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moor.2020.1085.sm1.pdf

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cover image Mathematics of Operations Research

Volume 46, Issue 3

August 2021

Pages 835-1234, C2

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Received:July 13, 2018
Accepted:July 29, 2020
Published Online:January 27, 2021

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John C. Duchi , Peter W. Glynn , Hongseok Namkoong (2021) Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach. Mathematics of Operations Research 46(3):946-969.

https://doi.org/10.1287/moor.2020.1085

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