Technical Note - Stochastic Optimization with Decisions Truncated by Positively Dependent Random Variables.
Xin ChenXiangyu GaoPublished in: Oper. Res. (2019)
Keyphrases
- random variables
- stochastic optimization
- independent and identically distributed
- statistically independent
- probability distribution
- multistage
- graphical models
- decision making
- conditional independence
- stochastic optimization problems
- distribution function
- joint distribution
- conditional probabilities
- latent variables
- decision makers
- bayesian networks
- normal distribution
- robust optimization
- lead time
- random vectors
- marginal distributions
- directed acyclic graph
- belief propagation
- linear programming
- failure rate
- optimal policy
- search space
- conditional distributions
- conditionally independent
- learning algorithm