Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria.
Andrey I. KibzunSergey V. IvanovPublished in: DOOR (2016)
Keyphrases
- stochastic programming problems
- bayesian networks
- closed form
- probabilistic model
- selection criteria
- evaluation criteria
- multi criteria
- continuous domains
- continuous valued
- discrete version
- generative model
- data mining
- genetic algorithm
- convergence rate
- uncertain data
- convergence speed
- efficient computation
- information theoretic
- data streams
- optimal solution
- objective function
- multiscale
- information systems
- learning algorithm
- information retrieval