A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse.
Xiangyi FanGrani A. HanasusantoPublished in: INFORMS J. Comput. (2024)
Keyphrases
- 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