Bayesian Sensitivity Analysis and Uncertainty Integration for Robust Optimization.
Chen LiangSankaran MahadevanPublished in: J. Aerosp. Inf. Syst. (2015)
Keyphrases
- sensitivity analysis
- robust optimization
- decision theory
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- managerial insights
- risk measures
- portfolio selection
- robust counterpart
- lot sizing
- influence diagrams
- variational inequalities
- decision making
- semidefinite programming
- maximum likelihood
- chance constraints
- decision theoretic
- theoretical framework
- linear programming
- bayesian networks
- support vector machine
- search space
- support vector