Distributionally Robust Optimization with Probabilistic Group.
Soumya Suvra GhosalYixuan LiPublished in: CoRR (2023)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- stochastic programming
- decision theory
- portfolio optimization
- lot sizing
- bayesian networks
- risk measures
- semidefinite programming
- probabilistic model
- linear programming
- particle swarm optimization
- probability distribution
- cooperative
- training data
- chance constraints