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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| English | 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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0.94071174
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0.9170484
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0.90257245
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0.8997275
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0.8922423
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0.88807875
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0.8845635
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