A Distributionally Robust Formulation for Stochastic Quadratic Bi-level Programming.
Pablo AdasmeAbdel LisserChen WangPublished in: ICORES (2013)
Keyphrases
- bi level
- robust optimization
- stochastic programming
- programming language
- gray scale
- pricing model
- weighted least squares
- asset liability management
- stochastic dynamic programming
- computational complexity
- general purpose
- programming environment
- monte carlo
- computationally efficient
- object oriented programming
- data sets
- sufficient conditions
- supply chain
- multiresolution
- objective function
- image processing
- feature selection
- genetic algorithm