Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets.

Haolin Ruan Zhi Chen Chin Pang Ho

Published in: INFORMS J. Comput. (2023)

Keyphrases

robust optimization
robust counterpart
chance constrained
stochastic programming
mathematical programming
portfolio optimization
risk measures
lot sizing
semidefinite programming
decision theory
artificial intelligence
linear programming
linear program
combinatorial optimization