Statistical Limit Theorems in Distributionally Robust Optimization.
Jose H. BlanchetAlexander ShapiroPublished in: WSC (2023)
Keyphrases
- robust optimization
- limit theorems
- confidence intervals
- chance constrained
- mathematical programming
- stochastic programming
- heavy traffic
- artificial intelligence
- lot sizing
- decision theory
- semidefinite programming
- sample size
- chance constraints
- steady state
- monte carlo
- markov chain
- evolutionary algorithm
- reinforcement learning
- learning algorithm