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Bounding the Expectation of a Saddle Function with Application to Stochastic Programming.

N. C. P. EdirisingheWilliam T. Ziemba
Published in: Math. Oper. Res. (1994)
Keyphrases
  • stochastic programming
  • multistage
  • linear program
  • artificial intelligence
  • upper bound
  • decision making under uncertainty
  • chance constrained
  • learning algorithm
  • dynamic programming
  • critical points