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Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems.

Yannan ChenHailin SunHuifu Xu
Published in: Comput. Optim. Appl. (2021)
Keyphrases
  • robust optimization
  • approximation methods
  • mathematical programming
  • stochastic programming
  • lot sizing
  • semidefinite programming
  • combinatorial optimization
  • high dimensional
  • decision problems
  • decision theory