On Solving Distributionally Robust Optimization Formulations Efficiently.

Soumyadip Ghosh Mark S. Squillante Ebisa D. Wollega

Published in: WSC (2021)

Keyphrases

robust optimization
mathematical programming
stochastic programming
chance constrained
portfolio optimization
lot sizing
risk measures
combinatorial optimization
multi agent systems
decision theory
bayesian networks
evolutionary algorithm
optimization methods
chance constraints