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Distributionally robust optimization with polynomial densities: theory, models and algorithms.
Etienne de Klerk
Daniel Kuhn
Krzysztof Postek
Published in:
Math. Program. (2020)
Keyphrases
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robust optimization
mathematical models
chance constrained
learning algorithm
combinatorial optimization
convergence rate
training data
objective function
special case
probabilistic model
model selection
linear combination
theoretical framework
multistage
resource allocation