Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets.

Zhi Chen Melvyn Sim Huan Xu

Published in: Oper. Res. (2019)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
lot sizing
risk measures
decision theory
semidefinite programming
machine learning
cooperative
combinatorial optimization
chance constraints