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A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse.
Xiangyi Fan
Grani A. Hanasusanto
Published in:
INFORMS J. Comput. (2024)
Keyphrases
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robust optimization
stochastic programming
decision rules
data driven
chance constrained
stochastic optimization
mathematical programming
lot sizing
rough sets
machine learning
optimization problems
multistage
statistical decision theory
risk measures
neural network
evolutionary algorithm
multi agent systems
data mining