Algorithm for Robustness Estimation of Large Deviations in Linear Discrete-Time Systems.
Nina A. VunderNatalia DudarenkoPublished in: ICINCO (Selected Papers) (2020)
Keyphrases
- dynamic programming
- learning algorithm
- objective function
- worst case
- linear programming
- expectation maximization
- optimal solution
- np hard
- simulated annealing
- markov chain
- importance sampling
- large deviations
- scheduling policies
- queueing systems
- monte carlo
- probability distribution
- probabilistic model
- bayesian networks