Scenarios and Policy Aggregation in Optimization Under Uncertainty.
R. Tyrrell RockafellarRoger J.-B. WetsPublished in: Math. Oper. Res. (1991)
Keyphrases
- optimization algorithm
- robust optimization
- optimization problems
- global optimization
- data sets
- optimization process
- discrete optimization
- learning scenarios
- uncertain data
- optimization model
- inherent uncertainty
- uncertain information
- belief functions
- optimization methods
- optimization method
- bayesian networks
- database systems
- genetic algorithm