Probabilistic linear programming problems with exponential random variables: A technical note.
M. P. BiswalN. P. BiswalDuan LiPublished in: Eur. J. Oper. Res. (1998)
Keyphrases
- random variables
- linear programming problems
- bayesian networks
- conditional probabilities
- graphical models
- linear programming
- probability distribution
- conditionally independent
- linear program
- primal dual
- probabilistic model
- column generation
- latent variables
- multiple objectives
- joint probability distributions
- joint distribution
- simplex method
- stochastic optimization problems
- conditional independence
- optimal solution
- mixed integer
- interior point methods
- conditional probability distributions
- generative model
- optimization problems
- directed acyclic graph
- belief propagation
- structure learning
- independent and identically distributed
- continuous variables
- reinforcement learning