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Consensus Distributionally Robust Optimization With Phi-Divergence.

Shunichi Ohmori
Published in: IEEE Access (2021)
Keyphrases
  • robust optimization
  • chance constrained
  • stochastic programming
  • mathematical programming
  • portfolio optimization
  • decision theory
  • risk measures
  • lot sizing
  • machine learning
  • decision making
  • semidefinite programming