Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows.

Michal Branicki Kenneth Uda

Published in: SIAM J. Appl. Dyn. Syst. (2023)

Keyphrases

stochastic nature
stochastic programming
robust optimization
uncertain data
stochastic optimization
stochastic simulation
monte carlo
neural network
optimal solution
probabilistic model
decision theory
kullback leibler
artificial intelligence
np hard
markov chain
learning automata