Optimization under Decision-Dependent Uncertainty.
Omid NohadaniKartikey SharmaPublished in: SIAM J. Optim. (2018)
Keyphrases
- decision theory
- robust optimization
- decision making
- expected utility
- optimization algorithm
- decision problems
- global optimization
- optimization problems
- decision rules
- decision model
- inherent uncertainty
- belief functions
- optimization process
- optimization methods
- uncertain data
- decision makers
- influence diagrams
- decision process
- sensitivity analysis
- optimization method
- decision trees
- neural network
- data sets