Problem-driven scenario generation for stochastic programs
Stochastic programming concerns mathematical programming in the presence of uncertainty. In a stochastic program uncertain parameters are modeled as random vectors and one aims to minimize the expectation, or some risk measure, of a loss function. However, stochastic programs are computationally int...
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Lancaster University
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695917 |