Alan A. Lahoud, Erik Schaffernicht, Johannes A. Stork
TL;DR使用贝叶斯神经网络和随机规划技术的预测不确定性建模,以降低决策风险和提高决策质量。
Abstract
Mathematical solvers use parametrized optimization problems (OPs) as inputs
to yield optimal decisions. In many real-world settings, some of these
parameters are unknown or uncertain. Recent research focuses on predicting the
value of these unknown parameters using available contextual