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Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints.
Jie Zhang
Huifu Xu
Liwei Zhang
Published in:
SIAM J. Optim. (2016)
Keyphrases
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robust optimization
stability analysis
chance constraints
chance constrained
stochastic programming
mathematical programming
nonlinear systems
lot sizing
decision theory
neural network
adaptive control
combinatorial optimization