Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization.
Qi ZhangYi ZhouAshley Prater-BennetteLixin ShenShaofeng ZouPublished in: AAAI (2024)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- stochastic optimization
- chance constraints
- mathematical programming
- portfolio optimization
- lot sizing
- risk measures
- convex hull
- semidefinite programming
- convex optimization
- lead time
- artificial intelligence
- decision theory
- multistage
- state space
- special case
- lower bound