Non-convex Distributionally Robust Optimization: Non-asymptotic Analysis.

Jikai Jin Bohang Zhang Haiyang Wang Liwei Wang

Published in: CoRR (2021)

Keyphrases

robust optimization
asymptotic analysis
mathematical programming
fluid model
stationary points
stochastic programming
lot sizing
semidefinite programming
convex optimization
convex sets
convex hull
network architecture
machine learning
stochastic model
steady state
optimal solution
reinforcement learning