Bayesian Distributionally Robust Optimization.

Alexander Shapiro Enlu Zhou Yifan Lin

Published in: SIAM J. Optim. (2023)

Keyphrases

robust optimization
decision theory
chance constrained
stochastic programming
mathematical programming
portfolio optimization
risk measures
bayesian networks
maximum likelihood
lot sizing
decision theoretic
bayesian inference
machine learning
graphical models
combinatorial optimization
chance constraints