Bayesian Optimization for Distributionally Robust Chance-constrained Problem.

Yu Inatsu Shion Takeno Masayuki Karasuyama Ichiro Takeuchi

Published in: CoRR (2022)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
decision theory
chance constraints
chance constrained programming
lot sizing
multistage
semidefinite programming
bayesian networks
feature space
dynamic programming
linear program
combinatorial optimization