BriefGPT.xyz
Aug, 2019
分布鲁棒优化: 一篇综述
Distributionally Robust Optimization: A Review
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Hamed Rahimian, Sanjay Mehrotra
TL;DR
本文概述了分布鲁棒优化（DRO）的主要概念和贡献，以及它与鲁棒优化、风险规避、机会约束优化和函数正则化的关系。
Abstract
The concepts of
risk-aversion
,
chance-constrained optimization
, and
robust optimization
have developed significantly over the last decade.
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