Dynamic programming for risk-aware sequential optimization.
Pengqian YuWilliam B. HaskellHuan XuPublished in: CDC (2017)
Keyphrases
- decision making
- dynamic programming
- optimization algorithm
- greedy algorithm
- risk analysis
- data mining
- optimization process
- optimization problems
- linear programming
- optimization method
- optimization methods
- state space
- risk measures
- discrete optimization
- constrained optimization
- mathematical programming
- risk management
- global optimization
- simulated annealing
- scheduling problem
- multiscale
- decision trees
- machine learning