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Data-Driven Tuning for Chance-Constrained Optimization: Two Steps Towards Probabilistic Performance Guarantees.
Ashley M. Hou
Line A. Roald
Published in:
IEEE Control. Syst. Lett. (2022)
Keyphrases
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data driven
chance constrained
stochastic programming
robust optimization
chance constraints
multistage
optimization algorithm
linear program
knapsack problem
mathematical programming
optimization problems
computationally tractable
bayesian networks
reverse logistics
chance constrained programming