Cooperative Data-Driven Distributionally Robust Optimization.

Ashish Cherukuri Jorge Cortés

Published in: IEEE Trans. Autom. Control. (2020)

Keyphrases

robust optimization
data driven
cooperative
chance constrained
stochastic programming
mathematical programming
portfolio optimization
decision theory
chance constraints
multi agent
game theory
multi agent systems
lot sizing
semidefinite programming
risk measures
training samples
dynamic programming