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Stochastic Approximation Approaches to Group Distributionally Robust Optimization.
Lijun Zhang
Peng Zhao
Zhen-Hua Zhuang
Tianbao Yang
Zhi-Hua Zhou
Published in:
NeurIPS (2023)
Keyphrases
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robust optimization
stochastic approximation
mathematical programming
stochastic programming
artificial intelligence
lot sizing
training set
machine learning algorithms
monte carlo