Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications.
Xin ChenXiangyu GaoZhan PangPublished in: Oper. Res. (2018)
Keyphrases
- structural properties
- random variables
- graphical models
- probability distribution
- conditional independence
- decision variables
- stochastic optimization problems
- optimization problems
- normal distribution
- joint distribution
- distribution function
- conditional probabilities
- latent variables
- statistically independent
- bayesian networks
- marginal distributions
- independent and identically distributed
- probability density
- conditional distribution
- topological properties
- stochastic processes
- directed acyclic graph
- tree width
- joint probability distribution
- identically distributed
- continuous variables
- random vectors
- probabilistic model
- network evolution
- markov property