Buffered Probability of Exceedance: Mathematical Properties and Optimization.
Alexander MafusalovStan UryasevPublished in: SIAM J. Optim. (2018)
Keyphrases
- optimization process
- optimization algorithm
- optimization methods
- constrained optimization
- discrete optimization
- probability distribution
- optimization problems
- global optimization
- conditional probabilities
- evolution strategy
- optimization strategies
- objective function
- multi objective
- hidden markov models
- combinatorial optimization
- optimization model