Data-Driven Bayesian Nonparametric Wasserstein Distributionally Robust Optimization.

Chao Ning Xutao Ma

Published in: IEEE Control. Syst. Lett. (2023)

Keyphrases

robust optimization
bayesian nonparametric
inverse reinforcement learning
gaussian process
mixture model
stochastic programming
mathematical programming
lot sizing
decision theory
semidefinite programming
preference elicitation
regression model
bayesian framework
dynamic bayesian networks
model selection