RSOME in Python : an open-source package for robust stochastic optimization made easy
Year of publication: |
2023
|
---|---|
Authors: | Chen, Zhi ; Xiong, Peng |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 4, p. 717-724
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Subject: | (distributionally) robust optimization | adaptive decision making | algebraic modeling package | data-driven analytics | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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