Event-based optimization approach for solving stochastic decision problems with probabilistic constraint.
Xiaonong LuZhanglin PengQiang ZhangShanlin YangPublished in: Optim. Lett. (2021)
Keyphrases
- decision problems
- sequential decision making
- influence diagrams
- computational complexity
- combinatorial optimization
- utility function
- decision model
- optimal strategy
- multiple criteria
- optimal policy
- discrete optimization
- stochastic programming
- partially observable
- nonlinear programming
- bayesian networks
- optimization problems
- probabilistic model
- monte carlo
- decision processes
- convex optimization problems
- stochastic context free grammars
- bandit problems
- bayesian decision problems
- multicriteria decision
- dual variables
- logic programs
- decision analysis
- belief networks
- sufficient conditions
- np hard