Expected optimal value

Thursday, October 4, 2018 - 2:45pm - 3:30pm
Karthik Natarajan (Singapore University of Technology and Design)
In this work, we study the class of linear and discrete optimization problems in which the objective coefficients are chosen randomly from a distribution, and the goal is to evaluate robust bounds on the expected optimal value as well as the marginal distribution of the optimal solution. The set of joint distributions is assumed to be specified up to only the marginal distributions.
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