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...
| Những tác giả chính: | , , |
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| Định dạng: | Journal article |
| Được phát hành: |
Elsevier
2016
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