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...
| Main Authors: | , , |
|---|---|
| Format: | Conference item |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2021
|