New Perspectives on Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization.
Soroosh Shafieezadeh-AbadehLiviu AolariteiFlorian DörflerDaniel KuhnPublished in: CoRR (2023)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- stochastic programming
- portfolio selection
- portfolio optimization
- dynamic programming
- chance constraints
- optimal solution
- decision theory
- risk measures
- semidefinite programming
- lot sizing
- genetic algorithm
- artificial intelligence
- cooperative
- decision making