Computing worst-case expectations given marginals via simulation.
Jose H. BlanchetFei HeHenry LamPublished in: WSC (2017)
Keyphrases
- worst case
- upper bound
- average case
- multiscale
- graphical models
- simulation model
- simulation models
- probability distribution
- joint distribution
- message passing
- error bounds
- greedy algorithm
- fixed point
- marginal distributions
- simulation environment
- simulation study
- real time
- mathematical model
- special case
- high level
- genetic algorithm