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Two-Stage Robust Optimization Problems with Two-Stage Uncertainty.
Marc Goerigk
Stefan Lendl
Lasse Wulf
Published in:
CoRR (2021)
Keyphrases
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learning algorithm
robust optimization
chance constrained
mathematical programming
stochastic programming
robust counterpart
semidefinite programming
risk measures
portfolio selection
portfolio optimization
lot sizing
chance constraints
computational complexity
semi supervised
benchmark problems
decision theory