Generative Robust Optimisation defines uncertainty sets via neural network decoders over latent spaces and evaluates them with a five-point framework, validated on planning problems using Wasserstein autoencoders.
Benoît Loger, Alexandre Dolgui, Fabien Lehuédé, and Guillaume Massonnet
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Generative Robust Optimisation
Generative Robust Optimisation defines uncertainty sets via neural network decoders over latent spaces and evaluates them with a five-point framework, validated on planning problems using Wasserstein autoencoders.