Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization

MaRDI QIDQ7223105arXivFDO

Authors Jae Seok Choi, Anand Deo, Constantino M. Lagoa, Anirudh Subramanyam

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Large deviations (60F10) Monte Carlo methods (65C05) Stochastic programming (90C15)

arXiv classification

math.OC

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