The equal-surplus Shapley value for chance-constrained games on finite sample spaces.
Donald Nganmegni NjoyaIssofa MoyouwouNicolas Gabriel AndjigaPublished in: Math. Methods Oper. Res. (2021)
Keyphrases
- finite sample
- chance constrained
- game theory
- stochastic programming
- sample size
- statistical learning theory
- robust optimization
- uniform convergence
- nearest neighbor
- error bounds
- knapsack problem
- computationally tractable
- nash equilibrium
- multistage
- model selection
- generalization error
- linear program
- cross validation
- training samples
- support vector machine
- special case
- machine learning
- neural network
- feature vectors
- feature selection