Robust Optimization of Recommendation Sets with the Maximin Utility Criterion.
Paolo ViappianiChristian KroerPublished in: ADT (2013)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- portfolio optimization
- stochastic programming
- recommender systems
- collaborative filtering
- utility function
- decision theory
- feature selection
- minimax regret
- semidefinite programming
- expected utility
- theoretical framework
- upper bound
- risk measures
- lower bound
- machine learning
- chance constraints