Robust optimization in the presence of uncertainty.

Joachim M. Buhmann Matús Mihalák Rastislav Srámek Peter Widmayer

Published in: ITCS (2013)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio selection
portfolio optimization
robust counterpart
risk measures
lot sizing
decision theory
chance constraints
machine learning
cooperative
semidefinite programming
reinforcement learning
multistage