A Class of stochastic programs with decision dependent uncertainty.

Vikas Goel Ignacio E. Grossmann

Published in: Math. Program. (2006)

Keyphrases

decision rules
decision theory
data mining
uncertain data
influence diagrams
decision making under uncertainty
real time
decision analysis
expected utility
decision theoretic
belief functions
decision makers
rough sets
support vector machine
similarity measure
decision trees
data sets