Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints.

Jie Zhang Huifu Xu Liwei Zhang

Published in: SIAM J. Optim. (2016)

Keyphrases

robust optimization
stability analysis
chance constraints
chance constrained
stochastic programming
mathematical programming
nonlinear systems
lot sizing
decision theory
neural network
adaptive control
combinatorial optimization