Robust optimization with belief functions.
Marc GoerigkRomain GuillaumeAdam KasperskiPawel ZielinskiPublished in: Int. J. Approx. Reason. (2023)
Keyphrases
- robust optimization
- belief functions
- chance constrained
- dempster shafer theory
- dempster shafer
- mathematical programming
- stochastic programming
- expected utility
- decision theory
- probability theory
- probability function
- evidential reasoning
- lot sizing
- semidefinite programming
- markov tree
- linear programming
- risk measures
- probability functions
- bayesian networks
- simulated annealing
- training set