Maximum Mean Discrepancy Distributionally Robust Nonlinear Chance-Constrained Optimization with Finite-Sample Guarantee.
Yassine NemmourHeiner KremerBernhard SchölkopfJia-Jie ZhuPublished in: CoRR (2022)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- finite sample
- mathematical programming
- chance constraints
- sample size
- uniform convergence
- lot sizing
- multistage
- decision theory
- decision making
- linear program
- support vector
- semidefinite programming
- statistical learning theory
- model selection
- supply chain