Learning Decision-Focused Uncertainty Sets in Robust Optimization
We propose a data-driven technique to automatically learn the uncertainty sets in robust
optimization. Our method reshapes the uncertainty sets by minimizing the expected …
optimization. Our method reshapes the uncertainty sets by minimizing the expected …
Distributionally Robust Model Predictive Control for Safety-Critical Systems: with Applications in Autonomous Driving
M Schuurmans, P Patrinos - 2023 - lirias.kuleuven.be
The availability of reliable methods for data-driven, optimal decision making under
uncertainty is of central importance in several fields of study, including operations research …
uncertainty is of central importance in several fields of study, including operations research …