METHOD AND SYSTEM FOR SOLVING STOCHASTIC LINEAR PROGRAMS WITH CONDITIONAL VALUE AT RISK CONSTRAINTS

Patent №

US 7,873,530

Granted

2011-01-18

Filed 2008

Owner

INTERNATIONAL BUSINESS MACHINES CORPORATION

AI components

4

ml · planning · evo · hardware

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

12110964

An apparatus including a calculator to determine an optimal solution to a stochastic linear programming problem or a stochastic mixed-ineteger linear programming problem with conditional value at risk constraints (CVaRs). The optimal solution is determined by generating a sequence of solutions that converge to the optimal solution.

AI classification

Machine learning1.00
Planning1.00
Evolutionary computation1.00
AI hardware1.00
Knowledge representation0.23
Natural language0.00
Vision0.00
Speech0.00

Ownership

INTERNATIONAL BUSINESS MACHINES CORPORATION

assignment · 208680158

Assignors

HUANG, PU, SUBRAMANIAN, DHARMASHANKAR

On an employer assignment, the assignors are typically the inventors.

From the same owner

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