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Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation.
Viet Anh Nguyen
Soroosh Shafieezadeh-Abadeh
Man-Chung Yue
Daniel Kuhn
Wolfram Wiesemann
Published in:
NeurIPS (2019)
Keyphrases
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robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
risk measures
maximum likelihood
lot sizing
artificial intelligence
cooperative
decision theory
semidefinite programming
chance constraints