Data-Driven Conditional Robust Optimization.

Abhilash Reddy Chenreddy Nymisha Bandi Erick Delage

Published in: NeurIPS (2022)

Keyphrases

robust optimization
data driven
mathematical programming
chance constrained
stochastic programming
portfolio optimization
risk measures
lot sizing
decision theory
chance constraints
machine learning
learning algorithm
optimal solution
cooperative
graphical models