Data-driven Multistage Distributionally Robust Linear Optimization with Nested Distance.
Rui GaoRohit AroraYizhe HuangPublished in: CoRR (2024)
Keyphrases
- sufficient conditions
- multistage
- stochastic programming
- data driven
- robust optimization
- optimal policy
- stochastic optimization
- lot sizing
- production system
- dynamic programming
- single stage
- max min
- multistage stochastic
- linear program
- optimization algorithm
- capacity expansion
- production line
- optimization problems
- objective function