Reformulation and Enhancement of Distributed Robust Optimization Framework Incorporating Decision-Adaptive Uncertainty Sets

Distributionally robust optimization (DRO) is an advanced framework within the realm of optimization theory that addresses scenarios where the underlying probability distribution governing the data is uncertain or ambiguous. In this paper, we introduce a novel class of DRO challenges where the proba...

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Detalles Bibliográficos

Principais autores:	Jie Zhang, Shuang Lin, Yifei Wang
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2024-10-01
Series:	Axioms
Assuntos:	DRO SOCP decision-dependent ambiguity set projection differential equation approach
Acceso en liña:	https://www.mdpi.com/2075-1680/13/10/699
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