Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance.
Hamed RahimianGüzin BayraksanTito Homem-de-MelloPublished in: SIAM J. Optim. (2022)
Keyphrases
- robust optimization
- stochastic programming
- multistage
- total variation
- lot sizing
- denoising
- stochastic optimization
- image restoration
- mathematical programming
- image denoising
- convex optimization
- robust counterpart
- dynamic programming
- portfolio selection
- linear program
- high quality
- machine learning
- optimal policy
- simulated annealing