Worst-Case-Expectation Approach to Optimization Under Uncertainty.
Alexander ShapiroWajdi TekayaMurilo Pereira SoaresJoari Paulo da CostaPublished in: Oper. Res. (2013)
Keyphrases
- worst case
- optimization algorithm
- lower bound
- robust optimization
- optimization process
- average case
- global optimization
- optimization method
- upper bound
- discrete optimization
- information systems
- probability distribution
- support vector
- uncertain data
- evolution strategy
- running times
- database
- inherent uncertainty
- optimal design
- multiple objectives
- computational complexity
- reinforcement learning
- real time