Coresets for Wasserstein Distributionally Robust Optimization Problems.

Ruomin Huang Jiawei Huang Wenjie Liu Hu Ding

Published in: NeurIPS (2022)

Keyphrases

robust optimization
mathematical programming
chance constrained
stochastic programming
portfolio optimization
problems involving
risk measures
lot sizing
semidefinite programming
machine learning
decision making
decision theory