Multistage Stochastic Optimization via Kernels.
Dimitris BertsimasKimberly Villalobos CarballoPublished in: CoRR (2023)
Keyphrases
- multistage stochastic
- stochastic programming
- linear program
- portfolio selection
- multistage
- global optimization
- optimization problems
- capacity expansion
- kernel function
- combinatorial optimization
- genetic algorithm
- optimization process
- cutting plane
- feature space
- optimal solution
- kernel methods
- mathematical programming
- optimization model
- integer program
- robust optimization
- np hard