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Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers.
Nan Jiang
Weijun Xie
Published in:
SIAM J. Optim. (2024)
Keyphrases
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main contribution
data sets
optimization scheme
machine learning
global optimization
conceptual framework
databases
data mining
image sequences
probabilistic model
optimization problems
lightweight
optimization algorithm
missing data
combinatorial optimization
stochastic programming