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Differentiable Distributionally Robust Optimization Layers.
Xutao Ma
Chao Ning
Wenli Du
Published in:
CoRR (2024)
Keyphrases
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robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
objective function
risk measures
lot sizing
decision theory
semidefinite programming
chance constraints
artificial intelligence
machine learning
approximation algorithms