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Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support.

Zhe ZhangShabbir AhmedGuanghui Lan
Published in: SIAM J. Optim. (2021)
Keyphrases
  • stochastic optimization
  • robust optimization
  • multistage
  • stochastic programming
  • neural network
  • real world
  • mathematical programming
  • decision making
  • evolutionary algorithm
  • end users