Preference Robust Optimization for Choice Functions on the Space of CDFs.

William B. Haskell Huifu Xu Wenjie Huang

Published in: SIAM J. Optim. (2022)

Keyphrases

robust optimization
chance constrained
mathematical programming
risk measures
search space
genetic algorithm
objective function
cooperative
low dimensional
lot sizing
semidefinite programming
stochastic programming
chance constraints