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Distributionally Robust Optimization with Moment Ambiguity Sets.
Jiawang Nie
Liu Yang
Suhan Zhong
Guangming Zhou
Published in:
J. Sci. Comput. (2023)
Keyphrases
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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