XOR-SGD: provable convex stochastic optimization for decision-making under uncertainty.
Fan DingYexiang XuePublished in: UAI (2021)
Keyphrases
- stochastic optimization
- decision making under uncertainty
- stochastic programming
- multistage
- decision makers
- influence diagrams
- decision making
- robust optimization
- possibility theory
- convex optimization
- preference relations
- decision analysis
- decision theory
- real option
- artificial intelligence
- decision problems
- lot sizing
- probabilistic inference
- graphical models
- search space
- multi attribute
- life cycle
- linear program
- objective function
- machine learning