A tractable approximation of expectation-based stochastic posynomial programs.
Kan-Lin HsiungYang XuPublished in: ACC (2006)
Keyphrases
- exact computation
- discrete random variables
- approximation schemes
- stage stochastic programs
- approximation algorithms
- np hard
- monte carlo
- information systems
- monte carlo sampling
- error bounds
- approximation error
- automatic programming
- np complete
- closed form
- stochastic optimization
- error tolerance
- computer programs
- stochastic model
- fixpoint
- approximation ratio
- java programs
- computational complexity
- objective function
- case study
- real time