Uncertain uncertainty in data-driven stochastic optimization: towards structured ambiguity sets.

Lotfi M. Chaouach Dimitris Boskos Tom Oomen

Published in: CDC (2022)

Keyphrases

stochastic optimization
data driven
robust optimization
multistage
possibility theory
uncertain information
incomplete knowledge
incomplete information
decision making
mathematical programming
search space
structured data
imprecise information
belief functions
utility function
imprecise data
reinforcement learning