{"title":"Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View","authors":"LamHenry, LiFengpei","doi":"10.1145/3410152","DOIUrl":null,"url":null,"abstract":"We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for such problems is ...","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"57 1","pages":"1-41"},"PeriodicalIF":0.7000,"publicationDate":"2020-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACM Transactions on Modeling and Computer Simulation","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1145/3410152","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for such problems is ...
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The ACM Transactions on Modeling and Computer Simulation (TOMACS) provides a single archival source for the publication of high-quality research and developmental results referring to all phases of the modeling and simulation life cycle. The subjects of emphasis are discrete event simulation, combined discrete and continuous simulation, as well as Monte Carlo methods.
The use of simulation techniques is pervasive, extending to virtually all the sciences. TOMACS serves to enhance the understanding, improve the practice, and increase the utilization of computer simulation. Submissions should contribute to the realization of these objectives, and papers treating applications should stress their contributions vis-á-vis these objectives.
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