"Characterization of the equivalence of robustification and regularization ..."

Dimitris Bertsimas, Martin S. Copenhaver (2018)

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DOI: 10.1016/J.EJOR.2017.03.051

access: closed

type: Journal Article

metadata version: 2020-05-30

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Dimitris Bertsimas, Martin S. Copenhaver:
Characterization of the equivalence of robustification and regularization in linear and matrix regression. Eur. J. Oper. Res. 270(3): 931-942 (2018)

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