A Linearization Method for Nonsmooth Stochastic Programming Problems.
Andrzej RuszczynskiPublished in: Math. Oper. Res. (1987)
Keyphrases
- experimental evaluation
- high precision
- high accuracy
- fully automatic
- detection method
- pairwise
- dynamic programming
- probabilistic model
- support vector machine svm
- cost function
- computational cost
- synthetic data
- optimization method
- classification method
- prior knowledge
- clustering method
- detection algorithm
- support vector machine
- significant improvement