Improving cash logistics in bank branches by coupling machine learning and robust optimization.
Jorge López LázaroÁlvaro Barbero JiménezAkiko TakedaPublished in: Expert Syst. Appl. (2018)
Keyphrases
- robust optimization
- machine learning
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- risk measures
- active learning
- learning tasks
- lot sizing
- cooperative
- reinforcement learning
- distance metric
- data mining
- supervised learning
- decision theory
- search space
- decision making
- genetic algorithm
- chance constraints