Oracle-Based Robust Optimization via Online Learning.
Aharon Ben-TalElad HazanTomer KorenShie MannorPublished in: Oper. Res. (2015)
Keyphrases
- robust optimization
- online learning
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- oracle database
- e learning
- risk measures
- lot sizing
- decision theory
- semidefinite programming
- active learning
- chance constraints
- multistage
- linear programming
- special case
- support vector
- bayesian networks
- artificial intelligence