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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Hlavní autoři:	Jie Zhang, Shuang Lin, Yifei Wang
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2024-10-01
Edice:	Axioms
Témata:	DRO SOCP decision-dependent ambiguity set projection differential equation approach
On-line přístup:	https://www.mdpi.com/2075-1680/13/10/699
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