FAST—Fast Algorithm for the Scenario Technique (Q2935307)

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scientific article; zbMATH DE number 6382474
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    FAST—Fast Algorithm for the Scenario Technique
    scientific article; zbMATH DE number 6382474

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      FAST—Fast Algorithm for the Scenario Technique (English)
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      22 December 2014
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      stochastic programming
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      chance-constrained optimization
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      randomized algorithms
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      sample-based methods
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      scenario approach
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