Convex Prophet Inequalities.
Junjie QinRam RajagopalShai VardiAdam WiermanPublished in: SIGMETRICS Perform. Evaluation Rev. (2018)
Keyphrases
- convex hull
- convex optimization
- linear inequalities
- sufficient conditions
- piecewise linear
- valid inequalities
- database
- strictly convex
- quadratic function
- convex relaxation
- cutting plane algorithm
- risk minimization
- facet defining inequalities
- convex optimization problems
- convex programming
- optimal solution
- genetic algorithm
- neural network
- real time