Calibration of Distributionally Robust Empirical Optimization Models
- Jun‐ya Gotoh ,
Jun‐ya Gotoh
[email protected]https://orcid.org/0000-0002-0097-7298
Department of Industrial and Systems Engineering, Chuo University, Tokyo 112-8551, Japan;
- Michael Jong Kim ,
Corresponding Author
Michael Jong Kim
[email protected]https://orcid.org/0000-0002-1858-4142
UBC Sauder School of Business, University of British Columbia, Vancouver, British Columbia V6T 1Z2, Canada;
- Andrew E. B. Lim
Andrew E. B. Lim
[email protected]https://orcid.org/0000-0001-7189-3406
Department of Analytics and Operations and Department of Finance, NUS Business School, National University of Singapore, Singapore 119245;Institute for Operations Research and Analytics, National University of Singapore, Singapore 117602
Jun‐ya Gotoh
[email protected]https://orcid.org/0000-0002-0097-7298
Department of Industrial and Systems Engineering, Chuo University, Tokyo 112-8551, Japan;
Corresponding Author
Michael Jong Kim
[email protected]https://orcid.org/0000-0002-1858-4142
UBC Sauder School of Business, University of British Columbia, Vancouver, British Columbia V6T 1Z2, Canada;
Andrew E. B. Lim
[email protected]https://orcid.org/0000-0001-7189-3406
Department of Analytics and Operations and Department of Finance, NUS Business School, National University of Singapore, Singapore 119245;Institute for Operations Research and Analytics, National University of Singapore, Singapore 117602
