Approximation Algorithms for Distributionally Robust Stochastic Optimization with Black-Box Distributions.
André LinharesChaitanya SwamyPublished in: CoRR (2019)
Keyphrases
- black box
- approximation algorithms
- stochastic optimization
- robust optimization
- np hard
- black boxes
- worst case
- white box
- special case
- vertex cover
- mathematical programming
- multistage
- minimum cost
- primal dual
- test cases
- randomized algorithms
- constant factor
- disjoint paths
- probability distribution
- random variables
- integration testing
- open shop
- lot sizing
- polynomial time approximation
- approximation ratio
- semidefinite programming
- decision theory
- artificial intelligence
- linear programming
- scheduling problem
- search algorithm