Tight sampling and discarding bounds for scenario programs with an arbitrary number of removed samples
The so-called scenario approach offers an efficient framework to address uncertain optimisation problems with uncertainty represented by means of scenarios. The sampling-and-discarding approach within the scenario approach literature allows the decision maker to trade feasibility to performance. We...
| Autors principals: | , , |
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| Format: | Conference item |
| Idioma: | English |
| Publicat: |
Journal of Machine Learning Research
2021
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