On Finite Adaptability in Two-Stage Distributionally Robust Optimization.

Eojin Han Chaithanya Bandi Omid Nohadani

Published in: Oper. Res. (2023)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
decision theory
machine learning
semidefinite programming
artificial intelligence
chance constraints
cooperative
evolutionary algorithm
resource allocation
utility function