Partial Identification with Noisy Covariates: A Robust Optimization Approach.

Wenshuo Guo Mingzhang Yin Yixin Wang Michael I. Jordan

Published in: CoRR (2022)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
regression model
lot sizing
semidefinite programming
search space
genetic algorithm
support vector
lower bound
np hard
case based reasoning
sample size