Robust Optimization with Scenarios Using Belief Functions.
Romain GuillaumeAdam KasperskiPawel ZielinskiPublished in: OR (2021)
Keyphrases
- belief functions
- robust optimization
- chance constrained
- dempster shafer
- dempster shafer theory
- mathematical programming
- stochastic programming
- evidential reasoning
- expected utility
- probability theory
- probability function
- markov tree
- decision theory
- risk measures
- combination rule
- lot sizing
- probability functions
- semidefinite programming
- fuzzy numbers
- chance constraints
- linear programming
- lower bound
- machine learning
- data mining