Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency.
Prateek JaiswalHarsha HonnappaVinayak A. RaoPublished in: CoRR (2021)
Keyphrases
- chance constrained
- stochastic programming
- robust optimization
- computationally tractable
- chance constraints
- multistage
- linear program
- optimization algorithm
- bayesian networks
- reverse logistics
- decision theory
- optimization problems
- mathematical programming
- third party
- linear programming
- optimal solution
- genetic algorithm