On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs

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...

Bibliografske podrobnosti
Main Authors:	Kariotoglou, N, Margellos, K, Lygeros, J
Format:	Journal article
Izdano:	Elsevier 2016

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