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Data-Driven Stochastic Optimization Using Upper Confidence Bounds: Performance Guarantees and Distributional Robustness.

Youngchae ChoInsoon Yang
Published in: CDC (2023)
Keyphrases
  • stochastic optimization
  • data driven
  • confidence bounds
  • multistage
  • co occurrence
  • search algorithm
  • robust optimization
  • learning algorithm
  • graphical models
  • theoretical framework