A Continuous Time Dynamical System Approach for Solving Robust Optimization.
Keivan EbrahimiNicola EliaUmesh VaidyaPublished in: ECC (2019)
Keyphrases
- dynamical systems
- robust optimization
- chance constrained
- differential equations
- state space
- stochastic programming
- mathematical programming
- phase space
- nonlinear dynamical systems
- dynamical behavior
- lot sizing
- probabilistic model
- chance constraints
- data mining
- network flow
- support vector
- objective function
- learning algorithm