A GRU-based Mixture Density Network for Data-Driven Dynamic Stochastic Programming.

Xiaoming Li Chun Wang Xiao Huang Yimin Nie

Published in: CoRR (2020)

Keyphrases

stochastic programming
data driven
multistage
linear program
network structure
chance constrained
capacity planning
asset liability management
cooperative
robust optimization
risk averse
expectation maximization
communication networks
network design