Max-affine estimators for convex stochastic programming.
Gábor BalázsAndrás GyörgyCsaba SzepesváriPublished in: CoRR (2016)
Keyphrases
- stochastic programming
- piecewise affine
- multistage
- chance constrained
- linear program
- asymptotic properties
- asset liability management
- robust optimization
- convex optimization
- capacity planning
- risk averse
- decision making under uncertainty
- multistage stochastic
- convex hull
- power generation
- computational complexity
- particle swarm optimization
- evolutionary algorithm
- artificial intelligence
- machine learning