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Distributionally Robust Optimization via Ball Oracle Acceleration.

Yair CarmonDanielle Hausler
Published in: CoRR (2022)
Keyphrases
  • robust optimization
  • chance constrained
  • stochastic programming
  • mathematical programming
  • portfolio optimization
  • lot sizing
  • decision theory
  • semidefinite programming
  • risk measures
  • data mining
  • high dimensional