Solving Chance Constrained Optimization under Non-Parametric Uncertainty Through Hilbert Space Embedding.
Bharath GopalakrishnanArun Kumar SinghK. Madhava KrishnaDinesh ManochaPublished in: CoRR (2018)
Keyphrases
- robust optimization
- chance constrained
- hilbert space
- von neumann
- stochastic programming
- chance constraints
- mathematical programming
- decision theory
- lot sizing
- finite dimensional
- combinatorial optimization
- vector space
- linear program
- multistage
- linear programming
- euclidean space
- evolutionary algorithm
- convex sets
- semidefinite programming
- dynamic programming