Non-convex Distributionally Robust Optimization: Non-asymptotic Analysis.

Jikai Jin Bohang Zhang Haiyang Wang Liwei Wang

Published in: NeurIPS (2021)

Keyphrases

robust optimization
asymptotic analysis
mathematical programming
stochastic programming
fluid model
stationary points
convex hull
lot sizing
semidefinite programming
convex optimization
decision theory
artificial intelligence
sufficient conditions
stochastic model
arrival rate