Frameworks and results in distributionally robust optimization
From MaRDI portal
Publication:2165596
DOI10.5802/ojmo.15zbMath1492.90109OpenAlexW4288066793MaRDI QIDQ2165596
Hamed Rahimian, Sanjay Mehrotra
Publication date: 20 August 2022
Published in: OJMO. Open Journal of Mathematical Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5802/ojmo.15
stochastic optimizationrobust optimizationstatistical learningdistributionally robust optimizationrisk-averse optimizationchance-constrained optimization
Semidefinite programming (90C22) Convex programming (90C25) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15) Reasoning under uncertainty in the context of artificial intelligence (68T37) Semi-infinite programming (90C34) Robustness in mathematical programming (90C17)
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