Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization.

Qi Zhang Yi Zhou Ashley Prater-Bennette Lixin Shen Shaofeng Zou

Published 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