Solving Chance-Constrained Optimization Under Nonparametric Uncertainty Through Hilbert Space Embedding.
Bharath GopalakrishnanArun Kumar SinghK. Madhava KrishnaDinesh ManochaPublished in: IEEE Trans. Control. Syst. Technol. (2022)
Keyphrases
- robust optimization
- chance constrained
- hilbert space
- von neumann
- stochastic programming
- chance constraints
- mathematical programming
- combinatorial optimization
- multistage
- vector space
- lot sizing
- decision theory
- finite dimensional
- convex sets
- kernel function
- optimization problems
- semidefinite programming
- feature extraction
- special case