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"A Bayesian Risk Approach to Data-driven Stochastic Optimization: ..."
Di Wu, Helin Zhu, Enlu Zhou (2018)
- Di Wu, Helin Zhu, Enlu Zhou
:
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics. SIAM J. Optim. 28(2): 1588-1612 (2018)
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