Data-Driven Approximations of Chance Constrained Programs in Nonstationary Environments.

Shuhao Yan Francesca Parise Eilyan Bitar

Published in: CoRR (2022)

Keyphrases

non stationary
data driven
chance constrained
computationally tractable
stochastic programming
robust optimization
knapsack problem
random fields
chance constraints
chance constrained programming
multistage
reverse logistics
maximum likelihood
np hard
dynamic programming
multiple objective linear programming