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Mixed Strategies for Robust Optimization of Unknown Objectives.
Pier Giuseppe Sessa
Ilija Bogunovic
Maryam Kamgarpour
Andreas Krause
Published in:
AISTATS (2020)
Keyphrases
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robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
linear programming
objective function
traveling salesman problem
search strategies
lot sizing
semidefinite programming