Estimating the Optimal Probability of a Candidate Basic Solution in Stochastic Linear Programming.
Zhenzhong GaoMasahiro InuiguchiPublished in: SICE (2021)
Keyphrases
- linear programming
- optimal solution
- dynamic programming
- linear program
- locally optimal
- quadratic programming
- closed form
- optimal or near optimal
- optimal control
- approximate dynamic programming
- optimal control problems
- stochastic programming
- learning automaton
- objective function
- primal dual
- column generation
- knapsack problem
- np hard
- integer program
- greedy heuristic
- linear programming problems
- integer programming
- conditional probabilities
- worst case
- stochastic dynamic programming
- special case