Data-driven stochastic optimization approaches to determine decision thresholds for risk estimation models.
Gian-Gabriel P. GarciaMariel S. LavieriRuiwei JiangMichael A. McCreaThomas W. McAllisterSteven P. BroglioPublished in: IISE Trans. (2020)
Keyphrases
- data driven
- optimization approaches
- stage stochastic programs
- parameter estimation
- stochastic model
- decision making
- stochastic models
- model driven
- parametric models
- influence diagrams
- stochastic process
- optimization methods
- risk assessment
- monte carlo simulation
- random fields
- neural network
- search strategies
- optimization method
- decision problems
- monte carlo
- decision rules
- decision trees
- machine learning
- data mining