Data-driven Wasserstein distributionally robust optimization for refinery planning under uncertainty.
Jinmin ZhaoLiang ZhaoWangli HePublished in: IECON (2021)
Keyphrases
- robust optimization
- planning under uncertainty
- data driven
- decision theoretic
- markov decision processes
- stochastic programming
- mathematical programming
- ai planning
- decision theory
- dynamical systems
- multi agent
- lot sizing
- partially observable markov decision processes
- chance constraints
- semidefinite programming
- expected utility
- orders of magnitude
- optimal policy
- lower bound