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Optimization-based Estimation of Expected Values with Application to Stochastic Programming.

Raphael ChinchillaJoão P. Hespanha
Published in: CDC (2019)
Keyphrases
  • stochastic programming
  • expected values
  • multistage
  • chance constrained
  • asset liability management
  • machine learning
  • robust optimization
  • artificial intelligence
  • evolutionary algorithm
  • optimization problems