Flow-based Distributionally Robust Optimization.

Chen Xu Jonghyeok Lee Xiuyuan Cheng Yao Xie

Published in: CoRR (2023)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
decision theory
risk measures
semidefinite programming
lot sizing
chance constraints
multistage
graphical models
multi agent systems
cooperative
training data
artificial intelligence
genetic algorithm