Deterministic Approximation of Stochastic Programming Problems with Probabilistic Constraints.
Yuri S. KanSofia N. Vasil'evaPublished in: MOTOR (2) (2019)
Keyphrases
- stochastic programming problems
- probabilistic model
- data driven
- closed form
- relaxation algorithm
- approximation error
- constrained optimization
- uncertain data
- efficient computation
- approximation algorithms
- error bounds
- information retrieval
- probabilistic reasoning
- generative model
- model selection
- approximation schemes
- semi supervised
- case study