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两阶段数据驱动分布鲁棒优化问题中随机补偿的决策规则方法的代码与数据仓库

Code and Data Repository for A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse

INFORMS journal on computing · 2023
被引 0
人大 BUTD24ABS 3

中文导读

该仓库展示了一种决策规则方法,用于解决带有随机补偿的两阶段数据驱动分布鲁棒优化问题。

Abstract

The goal of this repository is to demonstrate a decision rule approach for two-stage data-driven distributionally robust optimization probelms with random recourse.

鲁棒优化随机规划数据驱动优化数学优化