Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency.
Prateek JaiswalHarsha HonnappaVinayak A. RaoPublished in: SIAM J. Optim. (2023)
Keyphrases
- chance constrained
- stochastic programming
- robust optimization
- chance constraints
- computationally tractable
- multistage
- linear program
- mathematical programming
- chance constrained programming
- optimization algorithm
- optimization problems
- utility function
- np hard
- network architecture
- reverse logistics
- lower bound
- reinforcement learning
- bayesian networks