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Data-Driven Approximations of Chance Constrained Programs in Nonstationary Environments.
Shuhao Yan
Francesca Parise
Eilyan Bitar
Published in:
IEEE Control. Syst. Lett. (2022)
Keyphrases
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non stationary
data driven
chance constrained
computationally tractable
stochastic programming
robust optimization
chance constraints
chance constrained programming
knapsack problem
multistage
random fields
reverse logistics
reinforcement learning
optimal control
decision theory
third party
metaheuristic