Data-Driven Chance Constrained Optimization under Wasserstein Ambiguity Sets.
Ashish Ranjan HotaAshish CherukuriJohn LygerosPublished in: CoRR (2018)
Keyphrases
- data driven
- chance constrained
- stochastic programming
- robust optimization
- chance constraints
- multistage
- linear program
- mathematical programming
- optimization problems
- optimization algorithm
- knapsack problem
- chance constrained programming
- multiple objectives
- lot sizing
- computationally tractable
- evolutionary algorithm
- reinforcement learning
- genetic algorithm