Target-based project crashing problem by adaptive distributionally robust optimization.

Yuanbo Li Zheng Cui Houcai Shen Lianmin Zhang

Published in: Comput. Ind. Eng. (2021)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
portfolio selection
risk measures
lot sizing
decision theory
decision making
linear programming
semidefinite programming
chance constraints