Efficient Algorithms for Empirical Group Distributional Robust Optimization and Beyond.

Dingzhi Yu Yunuo Cai Wei Jiang Lijun Zhang

Published in: CoRR (2024)

Keyphrases

robust optimization
chance constrained
portfolio optimization
mathematical programming
stochastic programming
semidefinite programming
risk measures
artificial intelligence
kernel methods
lot sizing
learning algorithm
feature space
np hard
decision theory
chance constraints