Bayesian Optimization for Distributionally Robust Chance-constrained Problem.

Yu Inatsu Shion Takeno Masayuki Karasuyama Ichiro Takeuchi

Published in: ICML (2022)

Keyphrases

robust optimization
chance constrained
stochastic programming
decision theory
mathematical programming
chance constraints
lot sizing
multistage
chance constrained programming
decision making
bayesian networks
semidefinite programming
search space
optimization problems
computationally tractable