Bayesian Nonparametrics Meets Data-Driven Robust Optimization.

Nicola Bariletto Nhat Ho

Published in: CoRR (2024)

Keyphrases

data driven
robust optimization
chance constrained
stochastic programming
decision theory
mathematical programming
portfolio optimization
lot sizing
cooperative
risk measures
theoretical framework
semidefinite programming
bayesian networks
utility function
genetic algorithm
search space
support vector