Scenario trees and policy selection for multistage stochastic programming using machine learning
Year of publication: |
2013
|
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Authors: | Defourny, Boris ; Ernst, Damien ; Wehenkel, Louis A. |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 25.2013, 3, p. 488-501
|
Subject: | stochastic programming | out-of-sample validation | artificial intelligence | Stochastischer Prozess | Stochastic process | Künstliche Intelligenz | Artificial intelligence | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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