Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty

DOI10.1287/moor.2021.1185zbMath1489.90084OpenAlexW3212687838MaRDI QIDQ5085157

Junyi Liu, Suvrajeet Sen, Guang-Yu Li

Publication date: 27 June 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2021.1185

zbMATH Keywords

stochastic programmingtrust region methodendogenous uncertaintylocal linear regression

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

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