Robust optimization with belief functions.
Marc GoerigkRomain GuillaumeAdam KasperskiPawel ZielinskiPublished in: CoRR (2023)
Keyphrases
- belief functions
- robust optimization
- chance constrained
- dempster shafer theory
- dempster shafer
- mathematical programming
- stochastic programming
- probability theory
- probability function
- expected utility
- risk measures
- evidential reasoning
- combination rule
- markov tree
- decision theory
- semidefinite programming
- lot sizing
- probability functions
- chance constraints
- optimization problems
- dynamic programming
- artificial neural networks
- decision making
- neural network