Distributionally Robust Optimization with Moment Ambiguity Sets.

Jiawang Nie Liu Yang Suhan Zhong Guangming Zhou

Published in: J. Sci. Comput. (2023)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
lot sizing
risk measures
decision theory
semidefinite programming
chance constraints
decision making
genetic algorithm
cooperative
feature space
utility function