Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies

DOI10.1007/978-3-642-04944-6_6zbMath1260.68326arXiv1112.4463OpenAlexW2119348671MaRDI QIDQ3646118

Louis Wehenkel, Damien Ernst, Boris Defourny

Publication date: 19 November 2009

Published in: Stochastic Algorithms: Foundations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4463

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15)

Uses Software

• ElemStatLearn
• bootstrap

Cites Work

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