DORO: Distributional and Outlier Robust Optimization.

Runtian Zhai Chen Dan J. Zico Kolter Pradeep Ravikumar

Published in: CoRR (2021)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
lot sizing
risk measures
decision theory
bayesian networks
optimal solution
cooperative
linear programming
linear program
semidefinite programming