Data-driven decision making under uncertainty integrating robust optimization with principal component analysis and kernel smoothing methods.
Chao NingFengqi YouPublished in: Comput. Chem. Eng. (2018)
Keyphrases
- robust optimization
- decision making under uncertainty
- stochastic programming
- smoothing methods
- principal component analysis
- language model
- decision theory
- feature space
- mathematical programming
- dimensionality reduction
- decision makers
- kernel methods
- kernel function
- feature extraction
- influence diagrams
- lot sizing
- low dimensional
- multistage
- semidefinite programming
- decision making
- learning algorithm
- possibility theory
- query specific
- input space
- support vector
- decision problems
- linear program
- utility function
- reinforcement learning
- bayesian networks
- information retrieval