Scenario generation for stochastic optimization problems via the sparse grid method (Q902086)
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scientific article; zbMATH DE number 6527106
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| English | Scenario generation for stochastic optimization problems via the sparse grid method |
scientific article; zbMATH DE number 6527106 |
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Scenario generation for stochastic optimization problems via the sparse grid method (English)
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7 January 2016
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scenario generation
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stochastic optimization
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discretization
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sparse grid
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0.782616138458252
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0.7764294743537903
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0.7601788640022278
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0.7558568120002747
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0.7555350065231323
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