Conformal Predictive Programming for Chance Constrained Optimization.
Yiqi ZhaoXinyi YuJyotirmoy V. DeshmukhLars LindemannPublished in: CoRR (2024)
Keyphrases
- chance constrained
- stochastic programming
- robust optimization
- chance constraints
- multistage
- knapsack problem
- optimization problems
- computationally tractable
- optimization algorithm
- linear program
- combinatorial optimization
- chance constrained programming
- dynamic programming
- mathematical programming
- multiple objectives