DORO: Distributional and Outlier Robust Optimization.

Runtian Zhai Chen Dan J. Zico Kolter Pradeep Ravikumar

Published in: ICML (2021)

Keyphrases

feature space
robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
lot sizing
decision theory
training set
semidefinite programming
artificial intelligence
cooperative
chance constraints
evolutionary algorithm
search algorithm
machine learning