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Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios.

Seyed Hossein Hashemi DoulabiPatrick JailletGilles PesantLouis-Martin Rousseau
Published in: INFORMS J. Comput. (2021)
Keyphrases
  • robust optimization
  • probabilistic model
  • machine learning
  • genetic algorithm
  • training data
  • mathematical programming
  • risk measures