Revealing Decision Conservativeness Through Inverse Distributionally Robust Optimization.
Qi LiZhirui LiangAndrey BernsteinYury DvorkinPublished in: CoRR (2024)
Keyphrases
- robust optimization
- decision theory
- chance constrained
- stochastic programming
- mathematical programming
- decision making
- portfolio optimization
- expected utility
- decision makers
- semidefinite programming
- risk measures
- artificial intelligence
- decision problems
- chance constraints
- lot sizing
- decision theoretic
- theoretical framework
- particle swarm optimization