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A modified exchange algorithm for distributional robust optimization and applications in risk management.
Hailin Sun
Dali Zhang
Soon-Yi Wu
Liang Cheng
Published in:
Int. Trans. Oper. Res. (2022)
Keyphrases
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risk management
learning algorithm
decision support system
search space
simulated annealing
databases
artificial intelligence
objective function
linear programming
benchmark problems
machine learning
information systems
optimal solution
np hard
particle swarm optimization
mathematical programming