On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
<p>We discuss the computational complexity and feasibility properties of scenario sampling techniques for uncertain op- timization programs. We propose an alternative way of dealing with a special class of stage-wise coupled programs and compare it with existing methods in the literature in te...
| Auteurs principaux: | , , |
|---|---|
| Format: | Journal article |
| Publié: |
Elsevier
2016
|