Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming.

Junyi Liu Suvrajeet Sen

Published in: SIAM J. Optim. (2020)

Keyphrases

quadratic programming
stochastic optimization
linear programming
linear program
quadratic program
integer programming
support vector machine
decomposition method
ls svm
stochastic programming
data sets
reinforcement learning
worst case
back propagation
finds an optimal solution