Bounds for multistage stochastic programs using supervised learning strategies

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5792 LNCS, Issue , 2009, Pages 61-73

  Defourny, Boris ^a   Ernst, Damien ^a   Wehenkel, Louis ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION POLICY; GENERIC METHOD; MACHINE-LEARNING; MINIMAL VALUE; SCENARIO TREE; UPPER BOUND;

ALGORITHMS; DECISION TREES; STOCHASTIC PROGRAMMING; SUPERVISED LEARNING;

STOCHASTIC SYSTEMS;

EID: 78650662372     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-04944-6_6     Document Type: Conference Paper

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