An empirical analysis of scenario generation methods for stochastic optimization (Q323497)

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scientific article; zbMATH DE number 6636537
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An empirical analysis of scenario generation methods for stochastic optimization
scientific article; zbMATH DE number 6636537

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    An empirical analysis of scenario generation methods for stochastic optimization (English)
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    7 October 2016
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    stochastic optimization
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    sample average approximation
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    scenario generation
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    probability metrics
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    Monte Carlo methods
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