論文
予測に基づく数理計画における過大評価問題
2018 年 28 巻 4 号 p. 7-14
詳細
2018 年 28 巻 4 号 p. 7-14
This paper deals with mathematical programming based on predictive model. Prediction-based mathematical programming suffers from the problem that the calculated optimal value is biased in the direction suggesting optimistic results. This paper investigates this optimistic bias, and introduces two methods for correcting the bias.
