Distributionally Robust Optimization via Haar Wavelet Ambiguity Sets.

Dimitris Boskos Jorge Cortés Sonia Martínez

Published in: CDC (2022)

Keyphrases

robust optimization
haar wavelet
chance constrained
mathematical programming
stochastic programming
wavelet transform
semidefinite programming
feature selection
linear programming
genetic algorithm
image processing
probability distribution
decision theory
laplacian pyramid
chance constraints