Distributed Distributionally Robust Optimization with Non-Convex Objectives.

Yang Jiao Kai Yang Dongjin Song

Published in: NeurIPS (2022)

Keyphrases

robust optimization
mathematical programming
stochastic programming
chance constrained
portfolio optimization
risk measures
multi agent
linear programming
semidefinite programming
cooperative
convex optimization
decision theory
simulated annealing
resource allocation