Better Optimization of Nonlinear Uncertain Systems (BONUS): A New Algorithm for Stochastic Programming Using Reweighting through Kernel Density Estimation.
Kemal SahinUrmila M. DiwekarPublished in: Ann. Oper. Res. (2004)
Keyphrases
- kernel density estimation
- stochastic programming
- learning algorithm
- np hard
- optimal solution
- search space
- objective function
- detection algorithm
- k means
- dynamic programming
- probabilistic model
- expectation maximization
- segmentation algorithm
- density function
- machine learning
- decision making
- robust optimization
- higher dimensional
- bayesian framework
- multistage
- distance function
- em algorithm
- low dimensional
- computational complexity