Borrowing Strength in Distributionally Robust Optimization via Hierarchical Dirichlet Processes.

Nicola Bariletto Khai Nguyen Nhat Ho

Published in: CoRR (2024)

Keyphrases

robust optimization
hierarchical dirichlet processes
chance constrained
stochastic programming
mathematical programming
multi task learning
lot sizing
semidefinite programming
linear programming
decision theory
high dimensional
theoretical framework
chance constraints