New performance indicators for robust optimization over time.

Yuanjun Huang Yaochu Jin Yongsheng Ding

Published in: CEC (2015)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
lot sizing
chance constraints
decision theory
linear programming
semidefinite programming
support vector
artificial intelligence
cooperative
decision making
machine learning
data mining